+67.7%
ASML vs GRMN
+121.9%
-54.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.4% | -8.9% |
| 7D | -19.0% | +2.3% | -21.3% | -20.0% |
| 30D | -25.9% | +2.6% | -28.5% | -27.2% |
| 3M | -19.1% | -5.0% | -14.1% | -17.6% |
| 6M | -5.7% | +23.1% | -28.8% | -16.3% |
| YTD | +27.6% | +42.9% | -15.3% | +4.8% |
| 1Y | +30.8% | +41.7% | -10.9% | +7.8% |
| 3Y | +116.2% | +160.7% | -44.5% | +4.5% |
| 5Y | +67.7% | +124.2% | -56.5% | -14.9% |
| All | +67.7% | +121.9% | -54.2% | -14.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling