+1.0%
NVDA vs GLW
+40.1%
-39.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.7% | -1.9% |
| 7D | -7.1% | -9.5% | +2.4% | -5.1% |
| 30D | -16.2% | -25.5% | +9.2% | -11.1% |
| 3M | -5.5% | -25.6% | +20.1% | -0.2% |
| 6M | +1.1% | -25.5% | +26.6% | +2.8% |
| YTD | +7.6% | +36.4% | -28.8% | -10.7% |
| 1Y | +1.0% | +40.6% | -39.6% | -18.5% |
| All | +1.0% | +40.1% | -39.2% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 1y: compounded portfolio wealth divided by compounded GLW 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…
1y analysis · Full analysis span regression · 6 months rolling