+54.9%
GME vs NVDX
+774.9%
-719.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.4% | +7.0% | +3.0% |
| 7D | +6.0% | -8.6% | +14.7% | +6.9% |
| 30D | +8.3% | -1.4% | +9.8% | +8.2% |
| 3M | -9.1% | +10.6% | -19.7% | -10.8% |
| 6M | -16.3% | +20.2% | -36.5% | -19.4% |
| YTD | +1.5% | +11.8% | -10.3% | -2.0% |
| 1Y | -16.3% | +12.9% | -29.2% | -20.0% |
| All | +54.9% | +774.9% | -719.9% | +30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling