-99.2%
NVD vs GME
+1.5%
-100.6%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.4% | +5.3% | +3.8% |
| 7D | -7.7% | +0.4% | -8.1% | -7.6% |
| 30D | -5.8% | -1.4% | -4.4% | -5.8% |
| 3M | -23.2% | -15.1% | -8.1% | -24.3% |
| 6M | -49.7% | -22.5% | -27.2% | -50.7% |
| YTD | -47.7% | -5.9% | -41.8% | -47.7% |
| 1Y | -61.3% | -18.6% | -42.7% | -61.7% |
| 3Y | -99.2% | +6.7% | -105.8% | -99.1% |
| All | -99.2% | +1.5% | -100.6% | -99.1% |
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