+420.3%
NVT vs GME
-56.3%
+476.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.7% | +0.9% | +4.4% |
| 7D | +4.1% | +10.4% | -6.3% | +3.5% |
| 30D | -5.1% | +14.1% | -19.2% | -5.8% |
| 3M | -1.2% | -4.6% | +3.5% | -1.0% |
| 6M | +46.6% | -13.5% | +60.1% | +47.4% |
| YTD | +60.0% | +5.3% | +54.7% | +59.1% |
| 1Y | +70.8% | -14.9% | +85.7% | +71.7% |
| 3Y | +187.5% | +24.3% | +163.3% | +160.9% |
| All | +420.3% | -56.3% | +476.7% | +401.4% |
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