+1,761.8%
ASML vs GNRC
+422.3%
+1,339.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.3% |
| 7D | +6.0% | +4.8% | +1.1% | +4.1% |
| 30D | +1.4% | -10.4% | +11.7% | +5.5% |
| 3M | +1.0% | -28.5% | +29.5% | +14.2% |
| 6M | +37.0% | -6.8% | +43.8% | +40.0% |
| YTD | +65.8% | +39.5% | +26.3% | +45.0% |
| 1Y | +123.1% | +3.4% | +119.7% | +114.9% |
| 3Y | +188.2% | +65.1% | +123.0% | +124.0% |
| 5Y | +115.6% | -57.1% | +172.7% | +159.5% |
| 10Y | +1,761.8% | +432.5% | +1,329.3% | +690.1% |
| All | +1,761.8% | +422.3% | +1,339.6% | +690.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling