+174.9%
NVS vs GME
+285.6%
-110.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -4.0% | -0.2% |
| 7D | -14.3% | +10.4% | -24.7% | -14.3% |
| 30D | -10.0% | +14.1% | -24.0% | -10.0% |
| 3M | -10.9% | -4.6% | -6.2% | -10.9% |
| 6M | -12.0% | -13.5% | +1.6% | -11.9% |
| YTD | +2.5% | +5.3% | -2.8% | +2.5% |
| 1Y | +10.7% | -14.9% | +25.6% | +10.7% |
| 3Y | +53.3% | +24.3% | +29.0% | +52.7% |
| 5Y | +93.6% | -55.6% | +149.2% | +92.9% |
| All | +174.9% | +285.6% | -110.8% | +142.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling