+65,302.9%
NFLX vs GME
+971.3%
+64,331.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.4% | -5.0% | -5.3% |
| 7D | -4.2% | +7.2% | -11.5% | -4.7% |
| 30D | +5.5% | +0.8% | +4.7% | +5.4% |
| 3M | -4.1% | -14.0% | +9.9% | -3.2% |
| 6M | -20.7% | -19.7% | -1.0% | -19.7% |
| YTD | -16.5% | -4.6% | -12.0% | -16.5% |
| 1Y | -37.8% | -14.3% | -23.4% | -37.4% |
| 3Y | +77.9% | +4.0% | +73.9% | +62.6% |
| 5Y | +32.5% | -62.2% | +94.7% | +24.8% |
| 10Y | +703.6% | +241.4% | +462.2% | +247.7% |
| All | +65,302.9% | +971.3% | +64,331.6% | +16,769.5% |
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