+47.5%
ASML vs GPN
+20.1%
+27.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | -0.2% |
| 7D | +4.9% | -5.6% | +10.6% | +5.0% |
| 30D | -9.3% | +13.6% | -22.9% | -9.2% |
| 3M | -19.0% | -2.8% | -16.2% | -18.1% |
| 6M | -5.2% | +38.1% | -43.3% | -9.4% |
| YTD | +40.6% | +19.9% | +20.7% | +35.4% |
| 1Y | +47.5% | +23.4% | +24.1% | +39.0% |
| All | +47.5% | +20.1% | +27.4% | +39.0% |
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