+3,713.4%
NVO vs GME
+1,127.7%
+2,585.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.3% | -6.6% | -1.5% |
| 7D | -4.7% | +4.8% | -9.6% | -4.9% |
| 30D | -5.4% | +5.9% | -11.3% | -5.6% |
| 3M | +7.0% | -10.7% | +17.7% | +7.3% |
| 6M | +17.6% | -19.8% | +37.4% | +18.2% |
| YTD | -8.0% | -0.9% | -7.1% | -8.1% |
| 1Y | -13.8% | -15.7% | +1.8% | -13.5% |
| 3Y | -50.3% | +12.3% | -62.6% | -52.0% |
| 5Y | +0.7% | -60.1% | +60.7% | -2.1% |
| 10Y | +155.6% | +265.3% | -109.7% | +74.1% |
| All | +3,713.4% | +1,127.7% | +2,585.7% | +2,120.1% |
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