+86.4%
ASML vs GRMN
+122.3%
-36.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.2% | +4.0% | +5.2% |
| 7D | -0.8% | +6.4% | -7.2% | -3.7% |
| 30D | -14.9% | +8.7% | -23.6% | -18.5% |
| 3M | -13.0% | -5.8% | -7.2% | -11.0% |
| 6M | -4.7% | +22.5% | -27.2% | -15.2% |
| YTD | +42.3% | +45.6% | -3.3% | +15.9% |
| 1Y | +49.7% | +47.5% | +2.3% | +21.1% |
| 3Y | +144.3% | +166.2% | -21.9% | +16.5% |
| 5Y | +86.4% | +124.1% | -37.7% | -1.3% |
| All | +86.4% | +122.3% | -36.0% | -1.3% |
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