+97,349.8%
ASML vs GPC
+1,363.2%
+95,986.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +3.5% |
| 7D | +1.1% | +1.2% | -0.1% | +0.4% |
| 30D | +2.2% | +6.0% | -3.8% | -1.5% |
| 3M | -2.3% | +42.6% | -44.9% | -23.9% |
| 6M | +23.0% | +22.8% | +0.2% | +5.2% |
| YTD | +61.1% | +15.5% | +45.6% | +40.5% |
| 1Y | +129.1% | +2.0% | +127.1% | +115.2% |
| 3Y | +165.4% | -1.4% | +166.8% | +137.1% |
| 5Y | +109.5% | +30.6% | +78.9% | +53.1% |
| 10Y | +1,645.7% | +80.6% | +1,565.1% | +803.5% |
| All | +97,349.8% | +1,363.2% | +95,986.6% | +12,158.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling