+5,803.1%
ASML vs GPN
+2,762.0%
+3,041.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.5% | +2.5% | +3.9% |
| 7D | -9.0% | +0.6% | -9.6% | -9.2% |
| 30D | -21.0% | +20.1% | -41.1% | -28.2% |
| 3M | -16.3% | +11.4% | -27.7% | -21.8% |
| 6M | -7.5% | +40.8% | -48.3% | -24.1% |
| YTD | +34.0% | +27.1% | +6.9% | +13.4% |
| 1Y | +39.3% | +29.2% | +10.1% | +16.7% |
| 3Y | +128.9% | -9.4% | +138.2% | +114.6% |
| 5Y | +76.1% | -25.1% | +101.2% | +78.0% |
| 10Y | +1,428.4% | +46.1% | +1,382.3% | +962.1% |
| All | +5,803.1% | +2,762.0% | +3,041.1% | +790.9% |
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