+108.6%
ASML vs GM
+88.8%
+19.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.8% |
| 7D | +1.1% | +1.9% | -0.8% | +0.2% |
| 30D | +2.2% | -1.4% | +3.6% | +2.6% |
| 3M | -2.3% | +5.9% | -8.2% | -5.4% |
| 6M | +23.0% | +12.4% | +10.6% | +15.8% |
| YTD | +61.1% | +8.6% | +52.4% | +53.1% |
| 1Y | +129.1% | +52.6% | +76.5% | +84.1% |
| 3Y | +165.4% | +169.7% | -4.3% | +49.9% |
| All | +108.6% | +88.8% | +19.7% | +30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling