+235.9%
NVDA vs GLD
+98.1%
+137.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.1% |
| 7D | -12.7% | -4.6% | -8.2% | -11.7% |
| 30D | -26.4% | -5.5% | -20.9% | -25.3% |
| 3M | -27.6% | -10.9% | -16.7% | -25.4% |
| 6M | -27.7% | -17.4% | -10.3% | -24.6% |
| YTD | -12.5% | -10.3% | -2.2% | -9.4% |
| 1Y | -12.6% | -7.2% | -5.5% | -10.0% |
| 3Y | +235.9% | +96.9% | +139.0% | +190.9% |
| All | +235.9% | +98.1% | +137.8% | +190.9% |
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