+1,288.0%
NI vs GME
+1,066.0%
+222.0%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | +2.3% | +0.4% | +1.9% | +2.3% |
| 30D | -1.7% | -1.4% | -0.3% | -1.6% |
| 3M | -8.0% | -15.1% | +7.1% | -7.6% |
| 6M | -8.6% | -22.5% | +13.8% | -8.1% |
| YTD | +2.3% | -5.9% | +8.3% | +2.3% |
| 1Y | +6.9% | -18.6% | +25.6% | +7.3% |
| 3Y | +70.6% | +6.7% | +63.9% | +63.3% |
| 5Y | +96.4% | -62.0% | +158.4% | +90.0% |
| 10Y | +136.1% | +239.5% | -103.3% | +46.3% |
| All | +1,288.0% | +1,066.0% | +222.0% | +602.0% |
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 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