+710.7%
NEM vs GME
+1,082.6%
-372.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.3% | +7.2% | -6.9% | +0.1% |
| 30D | +23.1% | +0.8% | +22.3% | +23.1% |
| 3M | +18.5% | -14.0% | +32.5% | +18.9% |
| 6M | +7.8% | -19.7% | +27.5% | +8.3% |
| YTD | +29.1% | -4.6% | +33.7% | +29.1% |
| 1Y | +72.7% | -14.3% | +87.0% | +73.1% |
| 3Y | +248.7% | +4.0% | +244.7% | +239.1% |
| 5Y | +148.7% | -62.2% | +210.9% | +143.4% |
| 10Y | +304.8% | +241.4% | +63.4% | +203.6% |
| All | +710.7% | +1,082.6% | -372.0% | +394.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling