+138.6%
NOK vs GME
+285.6%
-147.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +3.7% | +1.1% | +4.5% |
| 7D | +11.0% | +10.4% | +0.6% | +10.0% |
| 30D | +7.8% | +14.1% | -6.2% | +6.7% |
| 3M | -21.0% | -4.6% | -16.4% | -20.8% |
| 6M | +40.9% | -13.5% | +54.4% | +42.1% |
| YTD | +72.0% | +5.3% | +66.7% | +70.6% |
| 1Y | +140.9% | -14.9% | +155.8% | +142.9% |
| 3Y | +194.3% | +24.3% | +170.0% | +157.3% |
| 5Y | +112.5% | -55.6% | +168.1% | +92.3% |
| All | +138.6% | +285.6% | -147.1% | +49.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling