+760.7%
ASML vs GH
+446.7%
+314.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.3% |
| 7D | +4.9% | +0.6% | +4.4% | +4.8% |
| 30D | -9.3% | -6.9% | -2.3% | -7.8% |
| 3M | -19.0% | -4.9% | -14.1% | -18.3% |
| 6M | -5.2% | +54.1% | -59.3% | -14.4% |
| YTD | +40.6% | +48.5% | -7.9% | +26.9% |
| 1Y | +47.5% | +61.2% | -13.7% | +30.7% |
| 3Y | +133.9% | +570.3% | -436.5% | +41.5% |
| 5Y | +83.8% | +46.1% | +37.6% | +40.8% |
| All | +760.7% | +446.7% | +314.0% | +402.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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