+790.0%
NOW vs GME
+237.1%
+552.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.9% |
| 7D | -6.1% | +0.4% | -6.5% | -6.1% |
| 30D | +7.5% | -1.4% | +8.9% | +7.5% |
| 3M | +17.5% | -15.1% | +32.7% | +18.1% |
| 6M | +7.9% | -22.5% | +30.4% | +8.7% |
| YTD | -12.4% | -5.9% | -6.5% | -12.3% |
| 1Y | -28.6% | -18.6% | -9.9% | -28.2% |
| 3Y | +11.8% | +6.7% | +5.2% | +7.8% |
| 5Y | +2.6% | -62.0% | +64.6% | -0.4% |
| 10Y | +790.0% | +239.5% | +550.5% | +577.9% |
| All | +790.0% | +237.1% | +552.8% | +577.9% |
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