+129.1%
ASML vs GNRC
+6.8%
+122.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.2% |
| 7D | +1.1% | +1.9% | -0.8% | +0.3% |
| 30D | +2.2% | -13.8% | +16.0% | +8.3% |
| 3M | -2.3% | -32.6% | +30.3% | +14.1% |
| 6M | +23.0% | -15.2% | +38.2% | +32.5% |
| YTD | +61.1% | +37.4% | +23.7% | +52.9% |
| 1Y | +129.1% | +5.1% | +124.0% | +130.4% |
| All | +129.1% | +6.8% | +122.3% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling