-8.2%
NFLX vs GME
-49.3%
+41.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.1% | -2.9% |
| 7D | -4.4% | +6.0% | -10.4% | -4.8% |
| 30D | -11.0% | -5.9% | -5.1% | -10.6% |
| 3M | -15.5% | +38.2% | -53.7% | -17.6% |
| 6M | -28.5% | +14.5% | -43.0% | -29.4% |
| YTD | -33.1% | +27.6% | -60.7% | -34.6% |
| 1Y | -45.8% | +19.9% | -65.8% | -46.8% |
| 3Y | +40.2% | +104.3% | -64.1% | +12.3% |
| 5Y | -8.2% | -49.3% | +41.1% | -19.7% |
| All | -8.2% | -49.3% | +41.1% | -19.7% |
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 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