+444.8%
NVDA vs GME
-49.3%
+494.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -12.7% | +2.9% | -15.7% | -13.1% |
| 30D | -26.4% | -4.8% | -21.6% | -26.0% |
| 3M | -27.6% | +39.2% | -66.8% | -30.7% |
| 6M | -27.7% | +17.1% | -44.8% | -29.5% |
| YTD | -12.5% | +28.7% | -41.2% | -15.9% |
| 1Y | -12.6% | +23.3% | -36.0% | -15.7% |
| 3Y | +235.9% | +112.9% | +123.0% | +129.7% |
| All | +444.8% | -49.3% | +494.0% | +393.2% |
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