+720.1%
ASML vs GH
+443.7%
+276.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.4% |
| 7D | -9.0% | -15.6% | +6.6% | -5.7% |
| 30D | -21.0% | -10.4% | -10.6% | -19.1% |
| 3M | -16.3% | -4.3% | -12.0% | -15.8% |
| 6M | -7.5% | +63.5% | -71.1% | -17.5% |
| YTD | +34.0% | +47.7% | -13.7% | +21.1% |
| 1Y | +39.3% | +56.7% | -17.5% | +24.1% |
| 3Y | +128.9% | +443.9% | -315.0% | +44.7% |
| 5Y | +76.1% | +36.9% | +39.2% | +36.6% |
| All | +720.1% | +443.7% | +276.5% | +379.6% |
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