+5,562.2%
ASML vs GRMN
+6,910.7%
-1,348.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.0% | -8.4% | -9.0% |
| 7D | -19.0% | +2.3% | -21.3% | -19.9% |
| 30D | -25.9% | +2.6% | -28.5% | -27.0% |
| 3M | -19.1% | -5.0% | -14.1% | -17.9% |
| 6M | -5.7% | +23.1% | -28.8% | -14.5% |
| YTD | +27.6% | +42.9% | -15.3% | +8.8% |
| 1Y | +30.8% | +41.7% | -10.9% | +11.8% |
| 3Y | +116.2% | +160.7% | -44.5% | +38.3% |
| 5Y | +67.7% | +124.2% | -56.5% | +14.5% |
| 10Y | +1,355.3% | +684.8% | +670.6% | +525.9% |
| All | +5,562.2% | +6,910.7% | -1,348.5% | +624.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling