+6,169.8%
ASML vs GPN
+2,772.9%
+3,396.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.0% |
| 7D | -0.8% | -1.9% | +1.0% | +0.1% |
| 30D | -14.9% | +18.9% | -33.8% | -22.3% |
| 3M | -13.0% | +13.8% | -26.8% | -19.5% |
| 6M | -4.7% | +42.3% | -46.9% | -22.1% |
| YTD | +42.3% | +27.6% | +14.7% | +20.2% |
| 1Y | +49.7% | +30.3% | +19.4% | +24.9% |
| 3Y | +144.3% | -5.8% | +150.1% | +124.8% |
| 5Y | +86.4% | -22.6% | +109.0% | +85.4% |
| 10Y | +1,504.8% | +42.6% | +1,462.3% | +1,028.3% |
| All | +6,169.8% | +2,772.9% | +3,396.9% | +844.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling