+1,761.8%
ASML vs GM
+224.8%
+1,537.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.2% | +3.9% |
| 7D | +6.0% | +0.4% | +5.6% | +5.7% |
| 30D | +1.4% | -1.8% | +3.2% | +2.0% |
| 3M | +1.0% | +2.6% | -1.6% | -0.7% |
| 6M | +37.0% | +14.6% | +22.4% | +28.5% |
| YTD | +65.8% | +6.2% | +59.6% | +59.9% |
| 1Y | +123.1% | +48.7% | +74.4% | +84.3% |
| 3Y | +188.2% | +168.3% | +19.8% | +75.4% |
| 5Y | +115.6% | +82.8% | +32.8% | +51.1% |
| 10Y | +1,761.8% | +226.2% | +1,535.6% | +873.7% |
| All | +1,761.8% | +224.8% | +1,537.1% | +873.7% |
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