+326.9%
NSC vs GME
+237.1%
+89.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.4% |
| 7D | -1.5% | +0.4% | -1.9% | -1.5% |
| 30D | -1.9% | -1.4% | -0.5% | -1.9% |
| 3M | +6.2% | -15.1% | +21.4% | +6.5% |
| 6M | +9.2% | -22.5% | +31.7% | +9.7% |
| YTD | +15.0% | -5.9% | +21.0% | +15.0% |
| 1Y | +21.1% | -18.6% | +39.7% | +21.4% |
| 3Y | +78.6% | +6.7% | +71.9% | +73.7% |
| 5Y | +45.9% | -62.0% | +107.9% | +42.8% |
| 10Y | +326.9% | +239.5% | +87.4% | +194.3% |
| All | +326.9% | +237.1% | +89.7% | +194.3% |
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