+60.7%
GME vs NVDX
+772.1%
-711.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.8% |
| 7D | +10.4% | -10.2% | +20.6% | +11.5% |
| 30D | +14.1% | -7.3% | +21.4% | +14.7% |
| 3M | -4.6% | +5.5% | -10.2% | -6.0% |
| 6M | -13.5% | +18.3% | -31.8% | -16.6% |
| YTD | +5.3% | +11.4% | -6.1% | +1.7% |
| 1Y | -14.9% | +12.7% | -27.6% | -18.6% |
| All | +60.7% | +772.1% | -711.4% | +35.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 5y: compounded portfolio wealth divided by compounded NVDX 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…
5y analysis · Full analysis span regression · 6 months rolling