+10,310.1%
NVDA vs GS
+502.4%
+9,807.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +4.7% | -8.9% | -7.4% |
| 7D | -11.6% | +0.8% | -12.4% | -12.3% |
| 30D | -22.1% | +1.2% | -23.3% | -22.9% |
| 3M | -20.1% | -12.4% | -7.7% | -13.1% |
| 6M | -16.8% | -2.3% | -14.5% | -16.5% |
| YTD | -4.0% | +4.6% | -8.6% | -8.8% |
| 1Y | -4.8% | +17.5% | -22.3% | -16.9% |
| 3Y | +281.7% | +202.0% | +79.7% | +70.2% |
| 5Y | +485.4% | +152.4% | +333.0% | +195.1% |
| 10Y | +10,310.1% | +478.5% | +9,831.5% | +3,844.7% |
| All | +10,310.1% | +502.4% | +9,807.7% | +3,844.7% |
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