+86.4%
ASML vs GH
+43.1%
+43.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +5.2% | +1.0% | +5.1% |
| 7D | -0.8% | -7.0% | +6.1% | +0.8% |
| 30D | -14.9% | -5.2% | -9.7% | -13.8% |
| 3M | -13.0% | -5.8% | -7.2% | -12.1% |
| 6M | -4.7% | +65.9% | -70.6% | -15.6% |
| YTD | +42.3% | +55.5% | -13.2% | +26.8% |
| 1Y | +49.7% | +64.2% | -14.5% | +31.6% |
| 3Y | +144.3% | +606.0% | -461.8% | +41.8% |
| 5Y | +86.4% | +47.3% | +39.1% | +39.2% |
| All | +86.4% | +43.1% | +43.3% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling