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  • ASX vs GME✓SelectedUSD · GMEASX vs GME performance historyLatest closeAs of+6.08%09/08
Stock and ETF performance explorer

ASX vs GME

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+913.4%
GME return
+237.1%
Excess return
+676.2%
Maximum drawdown
-52.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioGMEExcessAlpha
1D+6.1%-1.4%+7.5%+6.1%
7D+6.3%+0.4%+5.9%+6.3%
30D+6.4%-1.4%+7.8%+6.5%
3M+13.1%-15.1%+28.3%+13.7%
6M+90.3%-22.5%+112.8%+91.6%
YTD+149.6%-5.9%+155.6%+149.7%
1Y+249.2%-18.6%+267.8%+250.7%
3Y+445.9%+6.7%+439.2%+424.5%
5Y+477.7%-62.0%+539.7%+460.2%
10Y+913.4%+239.5%+673.9%+629.0%
All+913.4%+237.1%+676.2%+629.0%

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 10y: 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…

10y analysis · Full analysis span regression · 6 months rolling