+117.9%
ASML vs GH
+440.6%
-322.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.0% | -0.3% | -7.9% |
| 7D | -19.0% | -17.2% | -1.8% | -16.5% |
| 30D | -25.9% | -10.1% | -15.8% | -24.5% |
| 3M | -19.1% | -6.0% | -13.1% | -18.4% |
| 6M | -5.7% | +71.4% | -77.1% | -14.1% |
| YTD | +27.6% | +50.2% | -22.6% | +18.0% |
| 1Y | +30.8% | +61.4% | -30.6% | +19.5% |
| All | +117.9% | +440.6% | -322.7% | +61.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling