+129.1%
ASML vs GEV
+62.5%
+66.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +3.3% | -2.2% | -0.4% |
| 30D | +2.2% | -7.5% | +9.7% | +5.6% |
| 3M | -2.3% | -2.2% | -0.1% | -0.9% |
| 6M | +23.0% | +12.1% | +10.9% | +18.4% |
| YTD | +61.1% | +44.4% | +16.7% | +45.2% |
| 1Y | +129.1% | +57.7% | +71.4% | +104.4% |
| All | +129.1% | +62.5% | +66.6% | +104.4% |
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