+506.3%
NOW vs GME
+483.4%
+22.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.4% | -3.0% |
| 7D | -8.7% | +4.8% | -13.5% | -8.9% |
| 30D | -29.3% | -4.3% | -25.0% | -29.2% |
| 3M | -21.8% | +35.3% | -57.2% | -22.6% |
| 6M | +9.2% | +4.7% | +4.5% | +9.0% |
| YTD | -35.0% | +26.6% | -61.6% | -35.5% |
| 1Y | -42.5% | +18.3% | -60.8% | -42.9% |
| 3Y | -21.5% | +102.8% | -124.3% | -25.7% |
| 5Y | -25.8% | -48.9% | +23.2% | -28.6% |
| 10Y | +506.3% | +480.5% | +25.9% | +312.1% |
| All | +506.3% | +483.4% | +22.9% | +312.1% |
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