+5,454.9%
ASML vs GM
+238.5%
+5,216.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.2% |
| 6M | +23.0% | +12.4% | +10.6% | +16.4% |
| YTD | +61.1% | +8.6% | +52.4% | +54.0% |
| 1Y | +129.1% | +52.6% | +76.5% | +87.4% |
| 3Y | +165.4% | +169.7% | -4.3% | +62.3% |
| 5Y | +109.5% | +87.5% | +21.9% | +46.5% |
| 10Y | +1,645.7% | +233.0% | +1,412.8% | +756.3% |
| All | +5,454.9% | +238.5% | +5,216.4% | +2,477.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling