+1,065.2%
NRG vs GME
+285.6%
+779.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.1% | +1.5% |
| 7D | -4.7% | +10.4% | -15.1% | -4.9% |
| 30D | -6.0% | +14.1% | -20.0% | -6.3% |
| 3M | -8.0% | -4.6% | -3.3% | -7.9% |
| 6M | -23.2% | -13.5% | -9.6% | -22.9% |
| YTD | -28.1% | +5.3% | -33.4% | -28.3% |
| 1Y | -27.3% | -14.9% | -12.4% | -27.1% |
| 3Y | +208.7% | +24.3% | +184.4% | +196.5% |
| 5Y | +197.7% | -55.6% | +253.2% | +188.7% |
| All | +1,065.2% | +285.6% | +779.5% | +684.2% |
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