+3,234.3%
NVDA vs GH
+481.7%
+2,752.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +5.9% | -0.1% | +5.9% | +5.8% |
| 30D | +5.1% | -1.1% | +6.2% | +5.1% |
| 3M | +5.4% | +21.3% | -16.0% | -0.9% |
| 6M | +26.0% | +73.5% | -47.5% | +6.5% |
| YTD | +23.7% | +58.0% | -34.4% | +6.5% |
| 1Y | +34.4% | +163.1% | -128.7% | -1.3% |
| 3Y | +375.8% | +361.0% | +14.8% | +171.1% |
| 5Y | +911.8% | +22.5% | +889.2% | +670.7% |
| All | +3,234.3% | +481.7% | +2,752.6% | +1,496.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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