+398.7%
GME vs NTR
+103.7%
+295.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.2% | +5.3% |
| 7D | +4.8% | +0.5% | +4.3% | +4.7% |
| 30D | +5.9% | +21.7% | -15.9% | -0.1% |
| 3M | -10.7% | +22.8% | -33.5% | -16.0% |
| 6M | -19.8% | +8.2% | -28.0% | -22.2% |
| YTD | -0.9% | +32.9% | -33.9% | -10.1% |
| 1Y | -15.7% | +45.3% | -61.0% | -25.9% |
| 3Y | +12.3% | +41.7% | -29.4% | -1.8% |
| 5Y | -60.1% | +49.8% | -109.9% | -66.2% |
| All | +398.7% | +103.7% | +295.0% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling