+79.7%
ASML vs GEV
+722.5%
-642.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +1.1% | +3.3% | -2.2% | -0.2% |
| 30D | +2.2% | -7.5% | +9.7% | +5.2% |
| 3M | -2.3% | -2.2% | -0.1% | -1.4% |
| 6M | +23.0% | +12.1% | +10.9% | +17.5% |
| YTD | +61.1% | +44.4% | +16.7% | +40.5% |
| 1Y | +129.1% | +57.7% | +71.4% | +91.0% |
| All | +79.7% | +722.5% | -642.8% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling