+155.1%
NEM vs GME
-56.3%
+211.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | +0.4% |
| 7D | -1.0% | +10.4% | -11.4% | -1.3% |
| 30D | +7.8% | +14.1% | -6.2% | +7.4% |
| 3M | +30.2% | -4.6% | +34.9% | +30.3% |
| 6M | +9.6% | -13.5% | +23.1% | +10.0% |
| YTD | +27.8% | +5.3% | +22.5% | +27.4% |
| 1Y | +60.7% | -14.9% | +75.6% | +61.2% |
| 3Y | +245.3% | +24.3% | +221.0% | +231.3% |
| All | +155.1% | -56.3% | +211.5% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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