+108.6%
ASML vs GPN
-38.7%
+147.3%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.9% |
| 7D | +1.1% | +0.8% | +0.3% | +0.8% |
| 30D | +2.2% | +5.8% | -3.6% | 0.0% |
| 3M | -2.3% | +37.0% | -39.3% | -14.2% |
| 6M | +23.0% | +20.1% | +2.8% | +12.8% |
| YTD | +61.1% | +20.4% | +40.6% | +46.3% |
| 1Y | +129.1% | +7.4% | +121.7% | +116.9% |
| 3Y | +165.4% | -26.1% | +191.5% | +187.7% |
| All | +108.6% | -38.7% | +147.3% | +124.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling