+27.2%
NFLX vs GME
-55.8%
+83.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.3% | -6.3% | -1.4% |
| 7D | -8.1% | +4.8% | -12.9% | -8.4% |
| 30D | -0.3% | +5.9% | -6.2% | -0.8% |
| 3M | -6.6% | -10.7% | +4.1% | -5.9% |
| 6M | -22.7% | -19.8% | -2.9% | -21.6% |
| YTD | -18.9% | -0.9% | -18.0% | -19.1% |
| 1Y | -39.8% | -15.7% | -24.1% | -39.3% |
| 3Y | +71.7% | +12.3% | +59.4% | +47.8% |
| 5Y | +27.2% | -60.1% | +87.3% | +15.0% |
| All | +27.2% | -55.8% | +83.1% | +15.0% |
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