+680.9%
ASML vs GH
+452.9%
+228.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.0% | -0.3% | -7.5% |
| 7D | -19.0% | -17.2% | -1.8% | -15.7% |
| 30D | -25.9% | -10.1% | -15.8% | -24.2% |
| 3M | -19.1% | -6.0% | -13.1% | -18.3% |
| 6M | -5.7% | +71.4% | -77.1% | -16.7% |
| YTD | +27.6% | +50.2% | -22.6% | +14.9% |
| 1Y | +30.8% | +61.4% | -30.6% | +15.8% |
| 3Y | +116.2% | +435.2% | -318.9% | +37.2% |
| 5Y | +67.7% | +39.2% | +28.4% | +29.6% |
| All | +680.9% | +452.9% | +228.0% | +355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling