+23.0%
NVDA vs GLXY
-35.4%
+58.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -3.5% |
| 7D | -8.5% | +16.9% | -25.4% | -11.0% |
| 30D | -27.3% | -23.0% | -4.3% | -24.9% |
| 3M | -25.8% | -28.0% | +2.2% | -22.9% |
| 6M | -24.6% | -51.6% | +27.1% | -17.8% |
| YTD | -10.7% | -32.1% | +21.4% | -9.3% |
| 1Y | -14.0% | -51.5% | +37.4% | -9.8% |
| All | +23.0% | -35.4% | +58.5% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 10y: compounded portfolio wealth divided by compounded GLXY 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…
10y analysis · Full analysis span regression · 6 months rolling