+384.6%
NVDA vs GM
+166.7%
+217.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | +0.1% |
| 7D | -5.1% | -2.4% | -2.7% | -4.6% |
| 30D | -2.5% | -1.1% | -1.4% | -2.3% |
| 3M | +6.7% | +6.1% | +0.6% | +5.0% |
| 6M | +17.6% | +15.0% | +2.6% | +13.6% |
| YTD | +17.3% | +6.0% | +11.3% | +15.0% |
| 1Y | +23.5% | +47.1% | -23.6% | +12.8% |
| 3Y | +384.6% | +170.5% | +214.1% | +297.8% |
| All | +384.6% | +166.7% | +217.9% | +297.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling