+10,310.1%
NVDA vs GLD
+205.3%
+10,104.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.6% |
| 7D | -11.6% | +4.9% | -16.5% | -12.5% |
| 30D | -22.1% | -1.3% | -20.8% | -21.9% |
| 3M | -20.1% | -4.8% | -15.4% | -19.4% |
| 6M | -16.8% | -12.5% | -4.3% | -14.9% |
| YTD | -4.0% | -4.2% | +0.3% | -3.1% |
| 1Y | -4.8% | +3.0% | -7.9% | -4.9% |
| 3Y | +281.7% | +109.1% | +172.6% | +240.5% |
| 5Y | +485.4% | +121.6% | +363.8% | +407.2% |
| 10Y | +10,310.1% | +212.2% | +10,097.9% | +9,651.3% |
| All | +10,310.1% | +205.3% | +10,104.7% | +9,651.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 GLD 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