+128.9%
ASML vs GME
+79.6%
+49.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +3.9% | +1.1% | +4.8% |
| 7D | -9.0% | +3.7% | -12.7% | -9.2% |
| 30D | -21.0% | +2.2% | -23.2% | -21.1% |
| 3M | -16.3% | +30.6% | -46.9% | -17.5% |
| 6M | -7.5% | -0.2% | -7.3% | -7.7% |
| YTD | +34.0% | +25.1% | +8.9% | +32.2% |
| 1Y | +39.3% | +17.7% | +21.6% | +37.8% |
| 3Y | +128.9% | +85.7% | +43.2% | +113.5% |
| All | +128.9% | +79.6% | +49.3% | +113.5% |
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