+140.3%
ASML vs GD
+59.0%
+81.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.6% | -1.0% | -2.9% |
| 7D | -10.0% | +3.0% | -13.0% | -10.7% |
| 30D | -19.4% | +10.5% | -30.0% | -21.8% |
| 3M | -12.5% | -5.0% | -7.5% | -11.1% |
| 6M | +8.2% | +5.5% | +2.7% | +5.5% |
| YTD | +40.7% | +10.3% | +30.4% | +34.1% |
| 1Y | +46.1% | +8.2% | +38.0% | +40.4% |
| All | +140.3% | +59.0% | +81.3% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling