+1,504.8%
ASML vs GNRC
+404.1%
+1,100.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +6.8% | -0.6% | +3.6% |
| 7D | -0.8% | -6.6% | +5.7% | +1.8% |
| 30D | -14.9% | -16.1% | +1.2% | -9.1% |
| 3M | -13.0% | -11.1% | -1.9% | -9.8% |
| 6M | -4.7% | -29.9% | +25.2% | +7.8% |
| YTD | +42.3% | +38.4% | +3.9% | +24.0% |
| 1Y | +49.7% | +21.5% | +28.2% | +36.2% |
| 3Y | +144.3% | +83.5% | +60.7% | +82.4% |
| 5Y | +86.4% | -57.1% | +143.4% | +124.6% |
| 10Y | +1,504.8% | +372.1% | +1,132.7% | +582.4% |
| All | +1,504.8% | +404.1% | +1,100.7% | +582.4% |
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 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