+46.1%
ASML vs GEV
+46.2%
-0.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -9.3% | +5.7% | +0.8% |
| 7D | -10.0% | -5.1% | -4.9% | -7.9% |
| 30D | -19.4% | -15.8% | -3.6% | -13.0% |
| 3M | -12.5% | -18.2% | +5.7% | -4.4% |
| 6M | +8.2% | -22.4% | +30.6% | +20.5% |
| YTD | +40.7% | +27.7% | +13.0% | +31.9% |
| 1Y | +46.1% | +52.4% | -6.2% | +29.4% |
| All | +46.1% | +46.2% | -0.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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