+14,546.7%
NVDA vs IAU
+220.2%
+14,326.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.6% | -0.1% |
| 7D | -5.1% | -2.0% | -3.1% | -4.8% |
| 30D | -2.5% | -1.5% | -0.9% | -2.2% |
| 3M | +6.7% | +3.3% | +3.4% | +6.1% |
| 6M | +17.6% | -16.2% | +33.8% | +20.3% |
| YTD | +17.3% | +0.7% | +16.7% | +17.4% |
| 1Y | +23.5% | +19.2% | +4.3% | +21.0% |
| 3Y | +384.6% | +124.4% | +260.2% | +333.2% |
| 5Y | +875.4% | +140.0% | +735.4% | +748.3% |
| All | +14,546.7% | +220.2% | +14,326.5% | +15,252.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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