+39.3%
ASML vs GAP
-5.7%
+45.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -4.1% | +9.2% | +5.6% |
| 7D | -9.0% | -3.8% | -5.3% | -8.4% |
| 30D | -21.0% | -9.0% | -11.9% | -19.9% |
| 3M | -16.3% | +5.5% | -21.7% | -17.1% |
| 6M | -7.5% | -11.1% | +3.6% | -5.7% |
| YTD | +34.0% | -13.6% | +47.5% | +38.0% |
| 1Y | +39.3% | -2.9% | +42.1% | +41.5% |
| All | +39.3% | -5.7% | +45.0% | +41.5% |
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