+7,047.9%
ASML vs GRMN
+6,655.2%
+392.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.2% | +4.2% |
| 7D | +1.1% | -2.9% | +4.0% | +2.3% |
| 30D | +2.2% | -8.4% | +10.6% | +5.8% |
| 3M | -2.3% | +15.0% | -17.3% | -8.6% |
| 6M | +23.0% | +11.2% | +11.8% | +16.9% |
| YTD | +61.1% | +37.7% | +23.4% | +40.1% |
| 1Y | +129.1% | +18.5% | +110.6% | +110.6% |
| 3Y | +165.4% | +175.8% | -10.4% | +66.3% |
| 5Y | +109.5% | +75.1% | +34.4% | +57.9% |
| 10Y | +1,645.7% | +637.0% | +1,008.7% | +672.8% |
| All | +7,047.9% | +6,655.2% | +392.7% | +832.7% |
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