+430.3%
GME vs NTR
+97.9%
+332.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +10.4% | -1.3% | +11.7% | +10.7% |
| 30D | +14.1% | +16.8% | -2.7% | +8.9% |
| 3M | -4.6% | +20.7% | -25.4% | -9.9% |
| 6M | -13.5% | +0.5% | -14.1% | -14.3% |
| YTD | +5.3% | +29.2% | -23.9% | -3.7% |
| 1Y | -14.9% | +39.6% | -54.5% | -24.3% |
| 3Y | +24.3% | +37.9% | -13.6% | +9.4% |
| 5Y | -55.6% | +47.1% | -102.6% | -62.2% |
| All | +430.3% | +97.9% | +332.3% | +254.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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