+14,546.7%
NVDA vs GWRE
+131.0%
+14,415.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.3% |
| 7D | -5.1% | -13.2% | +8.1% | +1.5% |
| 30D | -2.5% | -18.6% | +16.1% | +5.0% |
| 3M | +6.7% | +18.9% | -12.2% | -9.5% |
| 6M | +17.6% | -11.0% | +28.6% | +12.8% |
| YTD | +17.3% | -29.9% | +47.2% | +27.3% |
| 1Y | +23.5% | -44.3% | +67.8% | +53.9% |
| 3Y | +384.6% | +51.7% | +332.9% | +169.3% |
| 5Y | +875.4% | +15.4% | +860.0% | +549.1% |
| All | +14,546.7% | +131.0% | +14,415.7% | +6,580.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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