+34,695.6%
NVDA vs GME
+1,495.6%
+33,200.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -2.9% | -2.1% |
| 7D | -12.7% | +2.9% | -15.7% | -13.0% |
| 30D | -26.4% | -4.8% | -21.6% | -26.1% |
| 3M | -27.6% | +39.2% | -66.8% | -30.2% |
| 6M | -27.7% | +17.1% | -44.8% | -29.2% |
| YTD | -12.5% | +28.7% | -41.2% | -15.3% |
| 1Y | -12.6% | +23.3% | -36.0% | -15.2% |
| 3Y | +235.9% | +112.9% | +123.0% | +168.0% |
| 5Y | +438.2% | -48.8% | +487.1% | +378.1% |
| 10Y | +7,445.8% | +478.2% | +6,967.6% | +1,745.7% |
| All | +34,695.6% | +1,495.6% | +33,200.1% | +4,199.3% |
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 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