+208.7%
NRG vs GME
+18.5%
+190.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -6.2% |
| 3M | -8.0% | -4.6% | -3.3% | -7.9% |
| 6M | -23.2% | -13.5% | -9.6% | -23.0% |
| 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% | +207.0% |
| All | +208.7% | +18.5% | +190.2% | +207.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling