+167.1%
NXT vs GME
-4.0%
+171.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.8% | -1.4% |
| 7D | -2.6% | +6.0% | -8.6% | -2.9% |
| 30D | -22.4% | +8.3% | -30.8% | -22.8% |
| 3M | -27.3% | -9.1% | -18.3% | -27.1% |
| 6M | -28.5% | -16.3% | -12.1% | -27.9% |
| YTD | -6.6% | +1.5% | -8.2% | -7.0% |
| 1Y | +20.4% | -16.3% | +36.7% | +21.0% |
| 3Y | +90.9% | +15.1% | +75.8% | +62.4% |
| All | +167.1% | -4.0% | +171.1% | +132.0% |
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 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