+2,058.7%
NXPI vs GME
+633.7%
+1,425.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.9% |
| 7D | +6.8% | +2.9% | +3.9% | +6.6% |
| 30D | +20.0% | -4.8% | +24.8% | +20.4% |
| 3M | +14.8% | +39.2% | -24.4% | +12.6% |
| 6M | -10.5% | +17.1% | -27.5% | -11.4% |
| YTD | +23.7% | +28.7% | -5.0% | +21.5% |
| 1Y | +34.1% | +23.3% | +10.7% | +32.0% |
| 3Y | +51.2% | +112.9% | -61.7% | +34.5% |
| 5Y | +33.4% | -48.8% | +82.3% | +24.5% |
| 10Y | +209.2% | +478.2% | -268.9% | +31.6% |
| All | +2,058.7% | +633.7% | +1,425.0% | +592.2% |
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