+43.0%
NVTS vs GME
+11.4%
+31.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.3% | -8.6% | -4.4% |
| 7D | +3.5% | +4.8% | -1.4% | +2.4% |
| 30D | -11.9% | +5.9% | -17.8% | -13.0% |
| 3M | -49.2% | -10.7% | -38.5% | -48.3% |
| 6M | +38.4% | -19.8% | +58.2% | +44.6% |
| YTD | +62.5% | -0.9% | +63.4% | +62.6% |
| 1Y | +101.4% | -15.7% | +117.1% | +107.9% |
| All | +43.0% | +11.4% | +31.6% | +26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling