+6,995.9%
ASML vs GPN
+2,611.5%
+4,384.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.3% | +3.8% |
| 7D | +1.1% | +0.8% | +0.3% | +0.7% |
| 30D | +2.2% | +5.8% | -3.6% | -0.7% |
| 3M | -2.3% | +37.0% | -39.3% | -17.1% |
| 6M | +23.0% | +20.1% | +2.8% | +10.0% |
| YTD | +61.1% | +20.4% | +40.6% | +42.0% |
| 1Y | +129.1% | +7.4% | +121.7% | +111.6% |
| 3Y | +165.4% | -26.1% | +191.5% | +179.3% |
| 5Y | +109.5% | -38.5% | +148.0% | +134.2% |
| 10Y | +1,645.7% | +28.4% | +1,617.3% | +1,208.6% |
| All | +6,995.9% | +2,611.5% | +4,384.3% | +1,015.9% |
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