+14,551.4%
NVDA vs GSK
+80.0%
+14,471.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.0% |
| 7D | -4.3% | -5.4% | +1.1% | -2.7% |
| 30D | +0.5% | -4.6% | +5.1% | +1.8% |
| 3M | +9.1% | -5.1% | +14.2% | +10.2% |
| 6M | +18.5% | -11.4% | +29.9% | +22.1% |
| YTD | +17.4% | +0.7% | +16.6% | +15.3% |
| 1Y | +23.4% | +23.0% | +0.4% | +12.3% |
| 3Y | +380.6% | +48.0% | +332.6% | +286.0% |
| 5Y | +875.7% | +48.2% | +827.5% | +657.4% |
| All | +14,551.4% | +80.0% | +14,471.4% | +11,030.8% |
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