+2,493.7%
NSC vs GME
+1,082.6%
+1,411.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.5% |
| 7D | -5.5% | +7.2% | -12.7% | -5.9% |
| 30D | -3.2% | +0.8% | -4.0% | -3.3% |
| 3M | +7.7% | -14.0% | +21.6% | +8.5% |
| 6M | +4.5% | -19.7% | +24.3% | +5.6% |
| YTD | +15.6% | -4.6% | +20.1% | +15.5% |
| 1Y | +19.8% | -14.3% | +34.2% | +20.4% |
| 3Y | +70.1% | +4.0% | +66.1% | +56.6% |
| 5Y | +46.1% | -62.2% | +108.3% | +37.3% |
| 10Y | +328.1% | +241.4% | +86.7% | +84.6% |
| All | +2,493.7% | +1,082.6% | +1,411.1% | +709.4% |
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