+46.6%
ASML vs GEV
+41.8%
+4.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.1% | -0.9% | +2.6% |
| 7D | -0.8% | -3.8% | +3.0% | +0.9% |
| 30D | -14.9% | -17.4% | +2.5% | -7.0% |
| 3M | -13.0% | -16.2% | +3.2% | -5.7% |
| 6M | -4.7% | -20.2% | +15.5% | +5.3% |
| YTD | +42.3% | +27.2% | +15.1% | +33.4% |
| All | +46.6% | +41.8% | +4.8% | +33.0% |
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