+384.6%
NVDA vs GPN
-27.6%
+412.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -5.1% | -4.6% | -0.5% | -4.2% |
| 30D | -2.5% | -0.3% | -2.2% | -2.5% |
| 3M | +6.7% | +35.4% | -28.8% | -1.0% |
| 6M | +17.6% | +21.7% | -4.0% | +11.6% |
| YTD | +17.3% | +14.9% | +2.4% | +12.4% |
| 1Y | +23.5% | +3.2% | +20.3% | +21.3% |
| 3Y | +384.6% | -27.1% | +411.8% | +450.5% |
| All | +384.6% | -27.6% | +412.2% | +450.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling