+61.0%
ASML vs GEV
+606.2%
-545.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.2% |
| 7D | +2.5% | -3.0% | +5.5% | +4.0% |
| 30D | -12.2% | -18.9% | +6.7% | -4.6% |
| 3M | -14.6% | -20.1% | +5.5% | -6.9% |
| 6M | -1.7% | -24.6% | +22.8% | +9.4% |
| YTD | +44.3% | +24.0% | +20.3% | +33.6% |
| 1Y | +51.0% | +40.6% | +10.4% | +32.6% |
| All | +61.0% | +606.2% | -545.2% | -27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling