+14,546.7%
NVDA vs GPN
+28.5%
+14,518.2%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -5.1% | -4.3% | -0.8% | -3.0% |
| 30D | -2.5% | 0.0% | -2.5% | -2.8% |
| 3M | +6.7% | +35.8% | -29.1% | -11.1% |
| 6M | +17.6% | +22.0% | -4.4% | +2.7% |
| YTD | +17.3% | +15.2% | +2.1% | +4.0% |
| 1Y | +23.5% | +3.5% | +20.0% | +14.8% |
| 3Y | +384.6% | -26.9% | +411.6% | +420.6% |
| 5Y | +875.4% | -44.2% | +919.6% | +1,110.1% |
| All | +14,546.7% | +28.5% | +14,518.2% | +8,796.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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