+1,557.1%
ASML vs GME
+475.1%
+1,082.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +4.9% | +2.9% | +2.0% | +4.8% |
| 30D | -9.3% | -4.8% | -4.5% | -9.1% |
| 3M | -19.0% | +39.2% | -58.2% | -20.0% |
| 6M | -5.2% | +17.1% | -22.3% | -5.9% |
| YTD | +40.6% | +28.7% | +11.9% | +39.1% |
| 1Y | +47.5% | +23.3% | +24.2% | +46.1% |
| 3Y | +133.9% | +112.9% | +20.9% | +119.3% |
| 5Y | +83.8% | -48.8% | +132.6% | +76.0% |
| All | +1,557.1% | +475.1% | +1,082.0% | +946.6% |
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