-30.1%
NVTS vs GME
-44.5%
+14.4%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.6% |
| 7D | +3.9% | +2.9% | +1.0% | +3.2% |
| 30D | -4.3% | -4.8% | +0.5% | -2.9% |
| 3M | -34.5% | +39.2% | -73.7% | -40.0% |
| 6M | -57.7% | +17.1% | -74.8% | -59.7% |
| YTD | +25.4% | +28.7% | -3.4% | +16.8% |
| 1Y | +13.1% | +23.3% | -10.2% | +6.4% |
| 3Y | +48.9% | +112.9% | -64.0% | -10.7% |
| 5Y | -51.8% | -48.8% | -2.9% | -60.0% |
| All | -30.1% | -44.5% | +14.4% | -44.2% |
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