-7.5%
ASML vs GNRC
-33.7%
+26.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.7% |
| 7D | -9.0% | -10.7% | +1.7% | -3.7% |
| 30D | -21.0% | -20.1% | -0.8% | -11.7% |
| 3M | -16.3% | -16.3% | 0.0% | -7.8% |
| 6M | -7.5% | -33.9% | +26.4% | +18.8% |
| All | -7.5% | -33.7% | +26.2% | +18.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling