+14.4%
GME vs NTRS
+43.5%
-29.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.4% | +3.2% |
| 7D | +7.8% | +3.6% | +4.2% | +7.3% |
| 30D | -0.4% | +4.3% | -4.7% | -1.0% |
| 3M | +30.9% | -1.9% | +32.8% | +30.8% |
| 6M | +5.5% | +11.4% | -6.0% | +1.9% |
| YTD | +25.2% | +32.3% | -7.1% | +13.2% |
| 1Y | +14.4% | +42.5% | -28.2% | +0.6% |
| All | +14.4% | +43.5% | -29.1% | +0.6% |
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