-14.3%
GME vs NTRS
+46.5%
-60.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | +7.2% | -0.1% | +7.3% | +7.2% |
| 30D | +0.8% | +1.2% | -0.4% | +0.5% |
| 3M | -14.0% | +8.3% | -22.3% | -15.7% |
| 6M | -19.7% | +30.0% | -49.7% | -26.0% |
| YTD | -4.6% | +38.0% | -42.6% | -13.6% |
| 1Y | -14.3% | +47.4% | -61.7% | -22.7% |
| All | -14.3% | +46.5% | -60.8% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 1y: compounded portfolio wealth divided by compounded NTRS 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…
1y analysis · Full analysis span regression · 6 months rolling