+40.6%
NVDL vs GME
-15.8%
+56.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +11.7% | +7.2% | +4.5% | +10.1% |
| 30D | +7.8% | +0.8% | +7.1% | +7.5% |
| 3M | +3.3% | -14.0% | +17.3% | +5.6% |
| 6M | +38.9% | -19.7% | +58.6% | +42.9% |
| YTD | +28.5% | -4.6% | +33.1% | +23.3% |
| 1Y | +40.6% | -14.3% | +54.9% | +41.6% |
| All | +40.6% | -15.8% | +56.4% | +41.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling