+7,836.4%
NVDA vs GPC
+74.9%
+7,761.6%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -12.7% | +0.4% | -13.2% | -12.9% |
| 30D | -26.4% | -6.3% | -20.1% | -24.8% |
| 3M | -27.6% | -8.2% | -19.5% | -25.6% |
| 6M | -27.7% | +27.1% | -54.8% | -35.8% |
| YTD | -12.5% | +3.1% | -15.6% | -16.7% |
| 1Y | -12.6% | +0.1% | -12.7% | -15.9% |
| 3Y | +235.9% | +0.2% | +235.7% | +202.8% |
| 5Y | +438.2% | +4.9% | +433.4% | +377.3% |
| All | +7,836.4% | +74.9% | +7,761.6% | +5,132.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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