+164.9%
ASML vs GPN
-25.7%
+190.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +4.0% |
| 7D | +1.1% | +0.8% | +0.3% | +0.9% |
| 30D | +2.2% | +5.8% | -3.6% | +0.9% |
| 3M | -2.3% | +37.0% | -39.3% | -10.0% |
| 6M | +23.0% | +20.1% | +2.8% | +16.5% |
| YTD | +61.1% | +20.4% | +40.6% | +51.7% |
| 1Y | +129.1% | +7.4% | +121.7% | +122.1% |
| All | +164.9% | -25.7% | +190.6% | +175.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling