+41.0%
NFLX vs GME
+105.0%
-64.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -2.9% |
| 7D | -4.4% | +6.0% | -10.4% | -4.5% |
| 30D | -11.0% | -5.9% | -5.1% | -10.9% |
| 3M | -15.5% | +38.2% | -53.7% | -16.3% |
| 6M | -28.5% | +14.5% | -43.0% | -28.8% |
| YTD | -33.1% | +27.6% | -60.7% | -33.6% |
| 1Y | -45.8% | +19.9% | -65.8% | -46.2% |
| All | +41.0% | +105.0% | -64.0% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling