+9,421.5%
ASML vs GME
+1,082.6%
+8,338.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.5% | +4.2% |
| 7D | +1.1% | +7.2% | -6.1% | +0.5% |
| 30D | +2.2% | +0.8% | +1.4% | +2.1% |
| 3M | -2.3% | -14.0% | +11.7% | -1.2% |
| 6M | +23.0% | -19.7% | +42.7% | +24.9% |
| YTD | +61.1% | -4.6% | +65.6% | +61.2% |
| 1Y | +129.1% | -14.3% | +143.5% | +131.2% |
| 3Y | +165.4% | +4.0% | +161.3% | +138.0% |
| 5Y | +109.5% | -62.2% | +171.7% | +95.2% |
| 10Y | +1,645.7% | +241.4% | +1,404.4% | +511.4% |
| All | +9,421.5% | +1,082.6% | +8,338.9% | +1,581.6% |
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