+47.5%
ASML vs GME
+21.5%
+26.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +4.9% | +2.9% | +2.0% | +4.5% |
| 30D | -9.3% | -4.8% | -4.5% | -8.7% |
| 3M | -19.0% | +39.2% | -58.2% | -23.0% |
| 6M | -5.2% | +17.1% | -22.3% | -7.3% |
| YTD | +40.6% | +28.7% | +11.9% | +31.9% |
| 1Y | +47.5% | +23.3% | +24.2% | +36.1% |
| All | +47.5% | +21.5% | +26.0% | +36.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling