+384.6%
NVDA vs GWRE
+50.1%
+334.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -5.1% | -13.2% | +8.1% | -2.9% |
| 30D | -2.5% | -18.6% | +16.1% | 0.0% |
| 3M | +6.7% | +18.9% | -12.2% | +0.2% |
| 6M | +17.6% | -11.0% | +28.6% | +17.8% |
| YTD | +17.3% | -29.9% | +47.2% | +26.1% |
| 1Y | +23.5% | -44.3% | +67.8% | +43.3% |
| 3Y | +384.6% | +51.7% | +332.9% | +250.3% |
| All | +384.6% | +50.1% | +334.5% | +250.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling