+129.1%
ASML vs GPN
+8.1%
+121.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.1% |
| 7D | +1.1% | +0.8% | +0.3% | +1.0% |
| 30D | +2.2% | +5.8% | -3.6% | +1.7% |
| 3M | -2.3% | +37.0% | -39.3% | -6.8% |
| 6M | +23.0% | +20.1% | +2.8% | +18.7% |
| YTD | +61.1% | +20.4% | +40.6% | +55.0% |
| 1Y | +129.1% | +7.4% | +121.7% | +126.2% |
| All | +129.1% | +8.1% | +121.0% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 1y: compounded portfolio wealth divided by compounded GPN 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…
1y analysis · Full analysis span regression · 6 months rolling