+164.9%
ASML vs GM
+171.1%
-6.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.9% |
| 7D | +1.1% | +1.9% | -0.8% | +0.5% |
| 30D | +2.2% | -1.4% | +3.6% | +2.5% |
| 3M | -2.3% | +5.9% | -8.2% | -4.6% |
| 6M | +23.0% | +12.4% | +10.6% | +17.5% |
| YTD | +61.1% | +8.6% | +52.4% | +55.0% |
| 1Y | +129.1% | +52.6% | +76.5% | +98.1% |
| All | +164.9% | +171.1% | -6.2% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling