+911.9%
NVDA vs GME
-55.8%
+967.7%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.6% |
| 7D | -0.3% | +4.8% | -5.2% | -0.9% |
| 30D | +2.8% | +5.9% | -3.0% | +2.1% |
| 3M | +7.4% | -10.7% | +18.2% | +8.7% |
| 6M | +22.6% | -19.8% | +42.4% | +25.5% |
| YTD | +20.1% | -0.9% | +21.0% | +19.4% |
| 1Y | +31.2% | -15.7% | +46.8% | +32.9% |
| 3Y | +391.7% | +12.3% | +379.4% | +280.5% |
| 5Y | +911.9% | -60.1% | +971.9% | +800.4% |
| All | +911.9% | -55.8% | +967.7% | +800.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling