+808.0%
NVDA vs GFS
-3.9%
+812.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | +3.8% | +2.6% | +1.2% | +2.6% |
| 30D | +0.8% | -16.4% | +17.2% | +9.3% |
| 3M | +8.2% | -41.6% | +49.8% | +36.4% |
| 6M | +27.1% | -3.7% | +30.8% | +19.2% |
| YTD | +21.2% | +29.3% | -8.1% | -5.4% |
| 1Y | +34.3% | +37.1% | -2.8% | -0.2% |
| 3Y | +396.3% | -22.1% | +418.4% | +374.1% |
| All | +808.0% | -3.9% | +812.0% | +720.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling