+1,504.8%
ASML vs GME
+520.4%
+984.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.9% | +4.3% | +6.1% |
| 7D | -0.8% | +5.8% | -6.6% | -1.0% |
| 30D | -14.9% | -3.7% | -11.2% | -14.8% |
| 3M | -13.0% | +33.6% | -46.5% | -13.9% |
| 6M | -4.7% | +5.4% | -10.1% | -5.0% |
| YTD | +42.3% | +27.4% | +14.9% | +40.8% |
| 1Y | +49.7% | +19.0% | +30.7% | +48.5% |
| 3Y | +144.3% | +101.5% | +42.8% | +129.5% |
| 5Y | +86.4% | -50.5% | +136.8% | +78.6% |
| 10Y | +1,504.8% | +493.3% | +1,011.5% | +914.3% |
| All | +1,504.8% | +520.4% | +984.4% | +914.3% |
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