+2,490.2%
NVDL vs GME
-10.2%
+2,500.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -0.6% |
| 7D | -10.3% | +10.4% | -20.7% | -11.3% |
| 30D | -7.1% | +14.1% | -21.2% | -8.5% |
| 3M | +6.6% | -4.6% | +11.2% | +6.8% |
| 6M | +21.1% | -13.5% | +34.6% | +22.5% |
| YTD | +15.2% | +5.3% | +9.9% | +13.9% |
| 1Y | +18.8% | -14.9% | +33.7% | +20.1% |
| 3Y | +649.9% | +24.3% | +625.6% | +538.4% |
| All | +2,490.2% | -10.2% | +2,500.4% | +2,078.3% |
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 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