+1.0%
NVDA vs GFS
+15.5%
-14.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.9% | +2.8% | -2.0% |
| 7D | -7.1% | -12.5% | +5.4% | -4.6% |
| 30D | -16.2% | -16.9% | +0.7% | -13.2% |
| 3M | -5.5% | -22.3% | +16.8% | -1.2% |
| 6M | +1.1% | -40.2% | +41.3% | +9.9% |
| YTD | +7.6% | +16.0% | -8.4% | -0.3% |
| 1Y | +1.0% | +17.7% | -16.7% | -7.7% |
| All | +1.0% | +15.5% | -14.5% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GFS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling