+128.9%
ASML vs GRMN
+160.2%
-31.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.3% | +5.3% | +5.1% |
| 7D | -9.0% | +4.7% | -13.7% | -10.2% |
| 30D | -21.0% | +3.4% | -24.4% | -21.9% |
| 3M | -16.3% | -5.0% | -11.3% | -15.4% |
| 6M | -7.5% | +18.6% | -26.1% | -12.6% |
| YTD | +34.0% | +42.5% | -8.5% | +20.8% |
| 1Y | +39.3% | +42.3% | -3.0% | +25.6% |
| 3Y | +128.9% | +158.5% | -29.6% | +76.2% |
| All | +128.9% | +160.2% | -31.4% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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