+164.9%
ASML vs GAP
+114.4%
+50.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | +1.1% | -4.5% | +5.6% | +1.9% |
| 30D | +2.2% | +9.0% | -6.9% | +0.2% |
| 3M | -2.3% | +5.0% | -7.3% | -3.8% |
| 6M | +23.0% | -17.8% | +40.8% | +26.5% |
| YTD | +61.1% | -10.4% | +71.5% | +62.4% |
| 1Y | +129.1% | -3.4% | +132.5% | +126.5% |
| All | +164.9% | +114.4% | +50.5% | +135.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling