+46.0%
ASML vs GEV
+36.3%
+9.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.5% | +1.6% |
| 7D | -2.9% | -13.2% | +10.3% | +4.0% |
| 30D | -15.2% | -20.6% | +5.4% | -5.5% |
| 3M | -12.9% | -19.5% | +6.6% | -3.8% |
| 6M | -5.0% | -23.3% | +18.2% | +7.0% |
| YTD | +41.8% | +22.2% | +19.6% | +35.5% |
| 1Y | +46.0% | +37.8% | +8.2% | +35.1% |
| All | +46.0% | +36.3% | +9.8% | +35.1% |
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