+128.9%
ASML vs GH
+431.6%
-302.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.7% | +6.7% | +5.3% |
| 7D | -9.0% | -15.6% | +6.6% | -6.4% |
| 30D | -21.0% | -10.4% | -10.6% | -19.4% |
| 3M | -16.3% | -4.3% | -12.0% | -15.8% |
| 6M | -7.5% | +63.5% | -71.1% | -15.1% |
| YTD | +34.0% | +47.7% | -13.7% | +24.2% |
| 1Y | +39.3% | +56.7% | -17.5% | +27.8% |
| 3Y | +128.9% | +443.9% | -315.0% | +70.4% |
| All | +128.9% | +431.6% | -302.8% | +70.4% |
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