+10,574.6%
NVDA vs GS
+494.8%
+10,079.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.1% | +3.0% |
| 7D | -8.8% | -3.2% | -5.6% | -6.7% |
| 30D | -21.4% | -2.4% | -19.0% | -20.1% |
| 3M | -14.7% | -15.7% | +1.1% | -4.5% |
| 6M | -10.0% | -6.8% | -3.2% | -6.5% |
| YTD | +0.3% | -0.1% | +0.4% | -1.5% |
| 1Y | -0.5% | +12.1% | -12.6% | -10.0% |
| 3Y | +309.2% | +185.8% | +123.4% | +91.0% |
| 5Y | +530.1% | +140.1% | +390.0% | +230.9% |
| All | +10,574.6% | +494.8% | +10,079.7% | +4,196.2% |
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