+14,546.7%
NVDA vs GWW
+570.2%
+13,976.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.4% |
| 7D | -5.1% | -3.4% | -1.8% | -3.5% |
| 30D | -2.5% | -1.9% | -0.6% | -1.7% |
| 3M | +6.7% | -2.4% | +9.1% | +7.3% |
| 6M | +17.6% | +15.7% | +1.9% | +8.5% |
| YTD | +17.3% | +27.6% | -10.3% | +2.4% |
| 1Y | +23.5% | +27.2% | -3.7% | +7.5% |
| 3Y | +384.6% | +89.7% | +294.9% | +238.5% |
| 5Y | +875.4% | +223.9% | +651.5% | +420.3% |
| All | +14,546.7% | +570.2% | +13,976.5% | +6,575.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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