-7.5%
ASML vs GM
+10.6%
-18.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.6% | +5.3% |
| 7D | -9.0% | -1.4% | -7.6% | -8.8% |
| 30D | -21.0% | +6.4% | -27.3% | -21.6% |
| 3M | -16.3% | -0.7% | -15.6% | -16.1% |
| 6M | -7.5% | +9.9% | -17.5% | -12.6% |
| All | -7.5% | +10.6% | -18.2% | -12.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling