+504.4%
NOW vs GME
+470.0%
+34.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.7% | +6.0% | -7.7% | -1.8% |
| 30D | -27.4% | -5.9% | -21.5% | -27.3% |
| 3M | -19.4% | +38.2% | -57.6% | -20.2% |
| 6M | +13.1% | +14.5% | -1.4% | +12.5% |
| YTD | -34.3% | +27.6% | -61.9% | -34.8% |
| 1Y | -41.8% | +19.9% | -61.7% | -42.1% |
| 3Y | -20.7% | +104.3% | -125.0% | -25.0% |
| 5Y | -27.2% | -49.3% | +22.1% | -30.0% |
| All | +504.4% | +470.0% | +34.5% | +319.0% |
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 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