+102.8%
NOK vs GME
-58.9%
+161.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.5% |
| 7D | +8.7% | +6.0% | +2.7% | +8.3% |
| 30D | +12.5% | +8.3% | +4.2% | +11.9% |
| 3M | -20.7% | -9.1% | -11.7% | -20.4% |
| 6M | +36.2% | -16.3% | +52.5% | +37.3% |
| YTD | +64.1% | +1.5% | +62.6% | +63.5% |
| 1Y | +132.4% | -16.3% | +148.7% | +134.1% |
| 3Y | +182.9% | +15.1% | +167.7% | +153.9% |
| 5Y | +102.8% | -57.2% | +160.0% | +86.0% |
| All | +102.8% | -58.9% | +161.7% | +86.0% |
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