+97.2%
NI vs GME
-56.3%
+153.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | -0.1% |
| 7D | 0.0% | +10.4% | -10.3% | -0.1% |
| 30D | -1.4% | +14.1% | -15.5% | -1.6% |
| 3M | -10.6% | -4.6% | -5.9% | -10.5% |
| 6M | -9.3% | -13.5% | +4.2% | -9.2% |
| YTD | +1.1% | +5.3% | -4.2% | +1.0% |
| 1Y | +3.4% | -14.9% | +18.3% | +3.5% |
| 3Y | +67.9% | +24.3% | +43.6% | +62.7% |
| All | +97.2% | -56.3% | +153.5% | +92.2% |
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