+48.4%
NU vs GME
-54.8%
+103.2%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | +6.0% | +0.4% | +5.6% | +5.9% |
| 30D | +10.8% | -1.4% | +12.2% | +11.1% |
| 3M | +32.2% | -15.1% | +47.3% | +35.8% |
| 6M | +5.1% | -22.5% | +27.6% | +9.5% |
| YTD | -8.4% | -5.9% | -2.5% | -8.0% |
| 1Y | +0.7% | -18.6% | +19.4% | +3.5% |
| 3Y | +125.1% | +6.7% | +118.4% | +58.9% |
| All | +48.4% | -54.8% | +103.2% | +14.4% |
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