+2,622.7%
NVDL vs GME
-15.5%
+2,638.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -2.4% |
| 7D | -0.8% | +4.8% | -5.7% | -1.4% |
| 30D | +3.4% | +5.9% | -2.4% | +2.8% |
| 3M | +8.1% | -10.7% | +18.8% | +9.2% |
| 6M | +31.9% | -19.8% | +51.7% | +34.6% |
| YTD | +21.1% | -0.9% | +22.1% | +20.6% |
| 1Y | +34.0% | -15.7% | +49.7% | +35.8% |
| 3Y | +677.9% | +12.3% | +665.6% | +572.9% |
| All | +2,622.7% | -15.5% | +2,638.3% | +2,205.9% |
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