+7,442.5%
ASML vs GME
+1,391.9%
+6,050.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -3.9% | -5.5% | -9.0% |
| 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% | -20.8% |
| 6M | -5.7% | -0.2% | -5.5% | -6.0% |
| YTD | +27.6% | +20.4% | +7.2% | +25.1% |
| 1Y | +30.8% | +9.8% | +21.0% | +29.1% |
| 3Y | +116.2% | +74.3% | +42.0% | +85.6% |
| 5Y | +67.7% | -54.7% | +122.3% | +53.8% |
| 10Y | +1,355.3% | +482.0% | +873.3% | +357.3% |
| All | +7,442.5% | +1,391.9% | +6,050.6% | +1,205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling