+2,492.3%
NSC vs GME
+1,469.6%
+1,022.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.3% | +0.7% |
| 7D | -3.4% | +4.8% | -8.2% | -3.7% |
| 30D | +3.6% | -4.3% | +7.9% | +3.8% |
| 3M | -1.4% | +35.3% | -36.7% | -3.2% |
| 6M | +6.0% | +4.7% | +1.2% | +5.4% |
| YTD | +15.5% | +26.6% | -11.1% | +13.5% |
| 1Y | +16.2% | +18.3% | -2.1% | +14.6% |
| 3Y | +76.9% | +102.8% | -25.8% | +56.4% |
| 5Y | +29.3% | -48.9% | +78.3% | +19.5% |
| 10Y | +298.3% | +480.5% | -182.2% | +59.9% |
| All | +2,492.3% | +1,469.6% | +1,022.6% | +695.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling