+1,505.1%
ASML vs GD
+202.0%
+1,303.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.3% |
| 7D | -10.0% | +3.0% | -13.0% | -11.4% |
| 30D | -19.4% | +10.5% | -30.0% | -23.5% |
| 3M | -12.5% | -5.0% | -7.5% | -10.6% |
| 6M | +8.2% | +5.5% | +2.7% | +4.0% |
| YTD | +40.7% | +10.3% | +30.4% | +31.2% |
| 1Y | +46.1% | +8.2% | +38.0% | +37.6% |
| 3Y | +138.5% | +59.0% | +79.5% | +78.4% |
| 5Y | +84.2% | +104.3% | -20.1% | +18.3% |
| 10Y | +1,505.1% | +202.4% | +1,302.7% | +925.9% |
| All | +1,505.1% | +202.0% | +1,303.1% | +925.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling