+885.8%
ASML vs GH
+481.7%
+404.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +3.9% | +4.1% |
| 7D | +1.1% | -0.1% | +1.2% | +1.1% |
| 30D | +2.2% | -1.1% | +3.3% | +2.2% |
| 3M | -2.3% | +21.3% | -23.6% | -6.8% |
| 6M | +23.0% | +73.5% | -50.5% | +8.1% |
| YTD | +61.1% | +58.0% | +3.0% | +43.8% |
| 1Y | +129.1% | +163.1% | -33.9% | +81.5% |
| 3Y | +165.4% | +361.0% | -195.7% | +74.0% |
| 5Y | +109.5% | +22.5% | +86.9% | +65.5% |
| All | +885.8% | +481.7% | +404.2% | +469.7% |
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