+575.6%
NUE vs GME
+285.6%
+290.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.7% | -2.2% | +1.4% |
| 7D | -0.6% | +10.4% | -11.0% | -1.0% |
| 30D | -4.6% | +14.1% | -18.6% | -5.1% |
| 3M | -0.3% | -4.6% | +4.3% | -0.2% |
| 6M | +51.9% | -13.5% | +65.4% | +52.5% |
| YTD | +60.0% | +5.3% | +54.7% | +59.3% |
| 1Y | +82.9% | -14.9% | +97.8% | +83.6% |
| 3Y | +66.0% | +24.3% | +41.7% | +56.2% |
| 5Y | +149.0% | -55.6% | +204.5% | +138.3% |
| All | +575.6% | +285.6% | +290.0% | +306.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling