+14,546.7%
NVDA vs GME
+285.6%
+14,261.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.8% | -0.2% |
| 7D | -5.1% | +10.4% | -15.5% | -5.6% |
| 30D | -2.5% | +14.1% | -16.6% | -3.2% |
| 3M | +6.7% | -4.6% | +11.3% | +6.8% |
| 6M | +17.6% | -13.5% | +31.1% | +18.3% |
| YTD | +17.3% | +5.3% | +12.0% | +16.7% |
| 1Y | +23.5% | -14.9% | +38.4% | +24.1% |
| 3Y | +384.6% | +24.3% | +360.4% | +349.6% |
| 5Y | +875.4% | -55.6% | +931.0% | +825.5% |
| All | +14,546.7% | +285.6% | +14,261.1% | +8,618.0% |
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