+14,546.7%
NVDA vs GM
+240.0%
+14,306.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.2% |
| 7D | -5.1% | -2.4% | -2.7% | -4.2% |
| 30D | -2.5% | -1.1% | -1.4% | -2.2% |
| 3M | +6.7% | +6.1% | +0.6% | +3.3% |
| 6M | +17.6% | +15.0% | +2.6% | +9.6% |
| YTD | +17.3% | +6.0% | +11.3% | +12.6% |
| 1Y | +23.5% | +47.1% | -23.6% | +1.1% |
| 3Y | +384.6% | +170.5% | +214.1% | +178.5% |
| 5Y | +875.4% | +80.5% | +794.9% | +573.1% |
| All | +14,546.7% | +240.0% | +14,306.7% | +6,567.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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