+7,836.4%
NVDA vs GME
+475.1%
+7,361.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -12.7% | +2.9% | -15.7% | -12.9% |
| 30D | -26.4% | -4.8% | -21.6% | -26.2% |
| 3M | -27.6% | +39.2% | -66.8% | -28.9% |
| 6M | -27.7% | +17.1% | -44.8% | -28.4% |
| YTD | -12.5% | +28.7% | -41.2% | -13.9% |
| 1Y | -12.6% | +23.3% | -36.0% | -13.9% |
| 3Y | +235.9% | +112.9% | +123.0% | +203.4% |
| 5Y | +438.2% | -48.8% | +487.1% | +405.9% |
| All | +7,836.4% | +475.1% | +7,361.4% | +4,337.3% |
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