+875.7%
NVDA vs GWW
+219.8%
+656.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -2.0% |
| 7D | -4.3% | -3.1% | -1.2% | -2.6% |
| 30D | +0.5% | -2.3% | +2.8% | +1.6% |
| 3M | +9.1% | -3.3% | +12.4% | +10.2% |
| 6M | +18.5% | +15.4% | +3.1% | +8.0% |
| YTD | +17.4% | +26.7% | -9.4% | +0.3% |
| 1Y | +23.4% | +29.0% | -5.5% | +3.8% |
| 3Y | +380.6% | +89.0% | +291.6% | +200.6% |
| 5Y | +875.7% | +221.8% | +653.9% | +303.9% |
| All | +875.7% | +219.8% | +656.0% | +303.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling