+913.8%
NVDA vs GLW
+376.7%
+537.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.6% | -9.6% | -5.5% |
| 7D | +3.8% | +14.0% | -10.2% | -2.7% |
| 30D | +0.8% | +0.4% | +0.4% | -0.2% |
| 3M | +8.2% | -11.3% | +19.5% | +7.1% |
| 6M | +27.1% | +35.1% | -8.0% | -9.4% |
| YTD | +21.2% | +90.5% | -69.4% | -36.4% |
| 1Y | +34.3% | +132.0% | -97.7% | -41.2% |
| 3Y | +396.3% | +463.3% | -67.1% | +0.3% |
| 5Y | +913.8% | +382.5% | +531.3% | +136.7% |
| All | +913.8% | +376.7% | +537.0% | +136.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling