+779.1%
NVDA vs GFS
0.0%
+779.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -1.0% |
| 7D | -5.1% | +3.8% | -9.0% | -6.8% |
| 30D | -2.5% | -11.7% | +9.2% | +3.2% |
| 3M | +6.7% | -41.8% | +48.4% | +34.8% |
| 6M | +17.6% | +6.6% | +11.0% | +4.9% |
| YTD | +17.3% | +34.6% | -17.3% | -10.2% |
| 1Y | +23.5% | +46.2% | -22.6% | -11.1% |
| 3Y | +384.6% | -20.3% | +404.9% | +359.6% |
| All | +779.1% | 0.0% | +779.1% | +679.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling