+1,559.3%
ASML vs GME
+470.0%
+1,089.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.4% |
| 7D | +10.4% | +6.0% | +4.4% | +10.1% |
| 30D | -12.7% | -5.9% | -6.9% | -12.5% |
| 3M | -17.2% | +38.2% | -55.4% | -18.2% |
| 6M | -1.3% | +14.5% | -15.8% | -1.9% |
| YTD | +40.8% | +27.6% | +13.2% | +39.3% |
| 1Y | +45.2% | +19.9% | +25.3% | +44.0% |
| 3Y | +131.8% | +104.3% | +27.5% | +117.6% |
| 5Y | +84.0% | -49.3% | +133.3% | +76.3% |
| All | +1,559.3% | +470.0% | +1,089.3% | +948.3% |
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 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