+14,546.7%
NVDA vs GILD
+163.6%
+14,383.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -5.1% | -4.8% | -0.3% | -3.9% |
| 30D | -2.5% | +5.8% | -8.3% | -3.9% |
| 3M | +6.7% | +14.9% | -8.3% | +2.4% |
| 6M | +17.6% | -0.4% | +18.0% | +17.2% |
| YTD | +17.3% | +18.5% | -1.2% | +11.1% |
| 1Y | +23.5% | +25.1% | -1.6% | +14.7% |
| 3Y | +384.6% | +105.9% | +278.7% | +269.2% |
| 5Y | +875.4% | +143.0% | +732.4% | +574.1% |
| All | +14,546.7% | +163.6% | +14,383.1% | +9,553.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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