+1,644.6%
ASML vs GPC
+80.7%
+1,563.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.7% |
| 7D | +1.1% | +1.2% | -0.1% | +0.6% |
| 30D | +2.2% | +6.0% | -3.8% | -0.2% |
| 3M | -2.3% | +42.6% | -44.9% | -16.7% |
| 6M | +23.0% | +22.8% | +0.2% | +11.4% |
| YTD | +61.1% | +15.5% | +45.6% | +47.7% |
| 1Y | +129.1% | +2.0% | +127.1% | +121.0% |
| 3Y | +165.4% | -1.4% | +166.8% | +149.2% |
| 5Y | +109.5% | +30.6% | +78.9% | +72.8% |
| All | +1,644.6% | +80.7% | +1,563.8% | +1,137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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