+41.5%
NU vs GME
-49.3%
+90.9%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -3.3% |
| 7D | -4.9% | +10.4% | -15.3% | -6.6% |
| 30D | +7.8% | +14.1% | -6.3% | +5.3% |
| 3M | +20.9% | -4.6% | +25.6% | +21.6% |
| 6M | +0.9% | -13.5% | +14.4% | +3.0% |
| YTD | -12.7% | +5.3% | -18.0% | -14.1% |
| 1Y | -6.4% | -14.9% | +8.5% | -4.7% |
| 3Y | +98.1% | +24.3% | +73.8% | +35.1% |
| All | +41.5% | -49.3% | +90.9% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling