+223.9%
NXPI vs GME
+285.6%
-61.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +4.3% |
| 7D | +3.9% | +10.4% | -6.5% | +3.4% |
| 30D | +1.4% | +14.1% | -12.7% | +0.8% |
| 3M | -21.5% | -4.6% | -16.9% | -21.4% |
| 6M | +19.4% | -13.5% | +32.9% | +20.0% |
| YTD | +9.9% | +5.3% | +4.6% | +9.5% |
| 1Y | +7.9% | -14.9% | +22.8% | +8.4% |
| 3Y | +22.7% | +24.3% | -1.6% | +15.4% |
| 5Y | +22.1% | -55.6% | +77.6% | +16.6% |
| All | +223.9% | +285.6% | -61.7% | +68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling