-7.8%
NVTS vs GME
-58.9%
+51.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | +2.7% | +7.2% | -4.5% | +0.8% |
| 30D | -4.5% | +0.8% | -5.2% | -4.6% |
| 3M | -61.5% | -14.0% | -47.6% | -60.2% |
| 6M | +28.0% | -19.7% | +47.7% | +35.3% |
| YTD | +65.3% | -4.6% | +69.8% | +66.9% |
| 1Y | +113.0% | -14.3% | +127.3% | +120.9% |
| 3Y | +34.7% | +4.0% | +30.7% | +1.0% |
| All | -7.8% | -58.9% | +51.1% | -20.3% |
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