+46.1%
ASML vs GAP
+10.4%
+35.7%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.0% | -11.6% | -4.6% |
| 7D | -10.0% | +8.0% | -18.0% | -10.9% |
| 30D | -19.4% | +2.7% | -22.1% | -19.7% |
| 3M | -12.5% | +16.0% | -28.5% | -14.5% |
| 6M | +8.2% | +2.0% | +6.2% | +7.8% |
| YTD | +40.7% | -4.4% | +45.1% | +42.6% |
| 1Y | +46.1% | +9.2% | +37.0% | +46.0% |
| All | +46.1% | +10.4% | +35.7% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling