+399.1%
NVDA vs GLD
+128.1%
+271.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.7% | +1.0% |
| 7D | +5.9% | -0.5% | +6.4% | +6.0% |
| 30D | +5.1% | +4.4% | +0.7% | +4.2% |
| 3M | +5.4% | -1.1% | +6.4% | +5.4% |
| 6M | +26.0% | -13.8% | +39.8% | +27.8% |
| YTD | +23.7% | +2.6% | +21.0% | +24.2% |
| 1Y | +34.4% | +24.5% | +9.9% | +33.3% |
| All | +399.1% | +128.1% | +271.0% | +396.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling