+508.6%
NVDA vs GLD
+118.6%
+390.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +3.0% |
| 7D | -8.8% | +4.7% | -13.5% | -9.9% |
| 30D | -21.4% | -0.9% | -20.5% | -21.3% |
| 3M | -14.7% | -4.4% | -10.3% | -13.7% |
| 6M | -10.0% | -13.6% | +3.6% | -7.2% |
| YTD | +0.3% | -6.0% | +6.3% | +2.0% |
| 1Y | -0.5% | +1.8% | -2.3% | -0.1% |
| 3Y | +309.2% | +103.2% | +206.0% | +248.2% |
| All | +508.6% | +118.6% | +390.0% | +361.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling