+92.7%
NXT vs GME
+11.4%
+81.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.3% | -8.9% | -3.8% |
| 7D | -0.2% | +4.8% | -5.1% | -0.4% |
| 30D | -20.0% | +5.9% | -25.8% | -20.2% |
| 3M | -30.9% | -10.7% | -20.2% | -30.6% |
| 6M | -23.8% | -19.8% | -4.0% | -23.2% |
| YTD | -5.4% | -0.9% | -4.5% | -5.7% |
| 1Y | +28.0% | -15.7% | +43.7% | +28.6% |
| All | +92.7% | +11.4% | +81.3% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling