+476,136.0%
NVDA vs GLW
+1,034.6%
+475,101.4%
-89.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +9.3% | -13.5% | -9.0% |
| 7D | -11.6% | -5.9% | -5.7% | -9.3% |
| 30D | -22.1% | -26.0% | +3.9% | -10.0% |
| 3M | -20.1% | -29.9% | +9.8% | -7.3% |
| 6M | -16.8% | -37.8% | +21.0% | -4.9% |
| YTD | -4.0% | +33.1% | -37.1% | -30.4% |
| 1Y | -4.8% | +36.8% | -41.6% | -32.2% |
| 3Y | +281.7% | +356.1% | -74.4% | +42.6% |
| 5Y | +485.4% | +243.8% | +241.6% | +159.0% |
| 10Y | +10,310.1% | +542.4% | +9,767.7% | +3,200.6% |
| All | +476,136.0% | +1,034.6% | +475,101.4% | +101,540.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling