+73.3%
NSC vs GME
+79.6%
-6.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.9% | -6.8% | -2.9% |
| 7D | -6.6% | +3.7% | -10.3% | -6.7% |
| 30D | +2.2% | +2.2% | 0.0% | +2.1% |
| 3M | -6.2% | +30.6% | -36.8% | -6.6% |
| 6M | +1.7% | -0.2% | +1.9% | +1.7% |
| YTD | +12.2% | +25.1% | -12.9% | +11.7% |
| 1Y | +15.4% | +17.7% | -2.2% | +15.0% |
| 3Y | +73.3% | +85.7% | -12.3% | +67.9% |
| All | +73.3% | +79.6% | -6.2% | +67.9% |
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 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