+113.0%
NVTS vs GME
-15.8%
+128.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | +2.7% | +7.2% | -4.5% | -1.3% |
| 30D | -4.5% | +0.8% | -5.2% | -4.8% |
| 3M | -61.5% | -14.0% | -47.6% | -58.7% |
| 6M | +28.0% | -19.7% | +47.7% | +43.7% |
| YTD | +65.3% | -4.6% | +69.8% | +65.0% |
| 1Y | +113.0% | -14.3% | +127.3% | +148.6% |
| All | +113.0% | -15.8% | +128.8% | +148.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling