+117.9%
ASML vs GME
+72.8%
+45.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.5% | -9.1% |
| 7D | -19.0% | +0.7% | -19.7% | -19.1% |
| 30D | -25.9% | -2.4% | -23.6% | -25.8% |
| 3M | -19.1% | +27.1% | -46.2% | -20.1% |
| 6M | -5.7% | -0.2% | -5.5% | -5.9% |
| YTD | +27.6% | +20.4% | +7.2% | +26.1% |
| 1Y | +30.8% | +9.8% | +21.0% | +29.8% |
| All | +117.9% | +72.8% | +45.1% | +103.7% |
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