+5,730.5%
ASML vs GNRC
+2,087.1%
+3,643.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.4% | +1.8% | +3.4% |
| 7D | +1.1% | +1.9% | -0.8% | +0.5% |
| 30D | +2.2% | -13.8% | +16.0% | +7.1% |
| 3M | -2.3% | -32.6% | +30.3% | +11.0% |
| 6M | +23.0% | -15.2% | +38.2% | +29.3% |
| YTD | +61.1% | +37.4% | +23.7% | +44.3% |
| 1Y | +129.1% | +5.1% | +124.0% | +121.1% |
| 3Y | +165.4% | +57.5% | +107.8% | +118.2% |
| 5Y | +109.5% | -58.7% | +168.2% | +141.1% |
| 10Y | +1,645.7% | +395.5% | +1,250.2% | +863.1% |
| All | +5,730.5% | +2,087.1% | +3,643.4% | +1,829.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling