+730.1%
NVT vs GME
+568.9%
+161.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +5.3% | -7.8% | -2.7% |
| 7D | +7.0% | +4.8% | +2.1% | +6.8% |
| 30D | -2.3% | +5.9% | -8.2% | -2.6% |
| 3M | -3.1% | -10.7% | +7.6% | -2.8% |
| 6M | +47.0% | -19.8% | +66.8% | +48.1% |
| YTD | +56.2% | -0.9% | +57.2% | +55.9% |
| 1Y | +74.5% | -15.7% | +90.2% | +75.3% |
| 3Y | +184.0% | +12.3% | +171.7% | +169.5% |
| 5Y | +410.8% | -60.1% | +470.8% | +391.7% |
| All | +730.1% | +568.9% | +161.3% | +303.2% |
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