+15,200.7%
NVDA vs GPC
+83.6%
+15,117.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +2.8% | +1.3% | +1.5% | +2.1% |
| 3M | +7.4% | +37.1% | -29.7% | -6.7% |
| 6M | +22.6% | +23.2% | -0.6% | +10.7% |
| YTD | +20.1% | +13.1% | +7.0% | +10.8% |
| 1Y | +31.2% | +0.9% | +30.3% | +26.8% |
| 3Y | +391.7% | -0.8% | +392.5% | +352.2% |
| 5Y | +911.9% | +31.1% | +880.8% | +716.3% |
| 10Y | +15,200.7% | +87.4% | +15,113.3% | +9,878.9% |
| All | +15,200.7% | +83.6% | +15,117.1% | +9,878.9% |
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