+23.0%
ASML vs GPC
+21.8%
+1.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.1% |
| 7D | +1.1% | +1.2% | -0.1% | +1.0% |
| 30D | +2.2% | +6.0% | -3.8% | +1.6% |
| 3M | -2.3% | +42.6% | -44.9% | -16.0% |
| 6M | +23.0% | +22.8% | +0.2% | +11.4% |
| All | +23.0% | +21.8% | +1.2% | +11.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling