+14,981.8%
NVDA vs GS
+657.1%
+14,324.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +5.9% | +0.9% | +4.9% | +5.2% |
| 30D | +5.1% | -1.6% | +6.7% | +6.1% |
| 3M | +5.4% | -4.5% | +9.8% | +8.0% |
| 6M | +26.0% | +20.9% | +5.1% | +9.6% |
| YTD | +23.7% | +19.9% | +3.8% | +7.6% |
| 1Y | +34.4% | +41.4% | -7.0% | +3.8% |
| 3Y | +375.8% | +239.2% | +136.6% | +97.9% |
| 5Y | +911.8% | +185.0% | +726.7% | +372.5% |
| All | +14,981.8% | +657.1% | +14,324.7% | +3,803.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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