+235.9%
NVDA vs GOOGL
+126.6%
+109.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GOOGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -12.7% | +3.9% | -16.6% | -14.5% |
| 30D | -26.4% | -14.9% | -11.5% | -20.4% |
| 3M | -27.6% | -14.6% | -13.1% | -22.1% |
| 6M | -27.7% | -26.4% | -1.3% | -15.7% |
| YTD | -12.5% | -5.3% | -7.2% | -14.1% |
| 1Y | -12.6% | +6.5% | -19.1% | -21.2% |
| 3Y | +235.9% | +126.0% | +109.9% | +78.6% |
| All | +235.9% | +126.6% | +109.4% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GOOGL.
Daily Out/Under-Performance
Portfolio return minus GOOGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GOOGL 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 GOOGL 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