+1,504.8%
ASML vs GM
+249.7%
+1,255.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.1% | +2.2% | +4.5% |
| 7D | -0.8% | -0.3% | -0.5% | -0.8% |
| 30D | -14.9% | +8.4% | -23.3% | -18.1% |
| 3M | -13.0% | +2.6% | -15.5% | -14.9% |
| 6M | -4.7% | +14.3% | -19.0% | -11.5% |
| YTD | +42.3% | +11.0% | +31.3% | +33.5% |
| 1Y | +49.7% | +27.8% | +21.9% | +32.1% |
| 3Y | +144.3% | +246.7% | -102.4% | +31.8% |
| 5Y | +86.4% | +59.6% | +26.8% | +37.0% |
| 10Y | +1,504.8% | +249.1% | +1,255.7% | +801.5% |
| All | +1,504.8% | +249.7% | +1,255.1% | +801.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 10y: compounded portfolio wealth divided by compounded GM 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…
10y analysis · Full analysis span regression · 6 months rolling