+7,836.4%
NVDA vs GSK
+105.0%
+7,731.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.2% |
| 7D | -12.7% | +1.1% | -13.9% | -13.1% |
| 30D | -26.4% | +6.3% | -32.8% | -27.9% |
| 3M | -27.6% | +1.8% | -29.5% | -28.4% |
| 6M | -27.7% | +1.7% | -29.4% | -28.9% |
| YTD | -12.5% | +6.5% | -19.0% | -15.8% |
| 1Y | -12.6% | +9.5% | -22.1% | -16.9% |
| 3Y | +235.9% | +65.3% | +170.6% | +155.1% |
| 5Y | +438.2% | +43.7% | +394.5% | +330.3% |
| All | +7,836.4% | +105.0% | +7,731.5% | +5,524.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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