+67.7%
ASML vs GAP
+8.2%
+59.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -5.6% | -3.7% | -8.0% |
| 7D | -19.0% | -2.1% | -16.9% | -18.7% |
| 30D | -25.9% | -5.1% | -20.8% | -25.1% |
| 3M | -19.1% | +9.8% | -28.8% | -21.4% |
| 6M | -5.7% | -3.6% | -2.1% | -6.3% |
| YTD | +27.6% | -9.8% | +37.4% | +28.1% |
| 1Y | +30.8% | -1.5% | +32.2% | +28.1% |
| 3Y | +116.2% | +74.3% | +41.9% | +70.5% |
| 5Y | +67.7% | +9.9% | +57.7% | +27.7% |
| All | +67.7% | +8.2% | +59.5% | +27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling