-1.3%
ASML vs GEV
-22.3%
+21.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -3.2% |
| 7D | +10.4% | +6.2% | +4.1% | +6.2% |
| 30D | -12.7% | -18.4% | +5.7% | -1.8% |
| 3M | -17.2% | -21.2% | +4.1% | -4.9% |
| 6M | -1.3% | -23.6% | +22.3% | +17.4% |
| All | -1.3% | -22.3% | +21.0% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling