+129.1%
ASML vs GD
+13.1%
+116.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.8% | +5.9% | +4.4% |
| 7D | +1.1% | -5.3% | +6.4% | +1.9% |
| 30D | +2.2% | -6.4% | +8.6% | +3.1% |
| 3M | -2.3% | +5.7% | -8.0% | -4.3% |
| 6M | +23.0% | -0.9% | +23.9% | +23.5% |
| YTD | +61.1% | +8.2% | +52.9% | +55.7% |
| 1Y | +129.1% | +13.4% | +115.7% | +131.3% |
| All | +129.1% | +13.1% | +116.0% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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