+1,761.8%
ASML vs GFI
+969.9%
+791.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.0% |
| 7D | +6.0% | +5.7% | +0.3% | +5.2% |
| 30D | +1.4% | +15.6% | -14.2% | -0.7% |
| 3M | +1.0% | +31.5% | -30.5% | -3.0% |
| 6M | +37.0% | -3.7% | +40.7% | +36.6% |
| YTD | +65.8% | +11.2% | +54.5% | +61.8% |
| 1Y | +123.1% | +36.4% | +86.7% | +111.7% |
| 3Y | +188.2% | +313.5% | -125.4% | +134.2% |
| 5Y | +115.6% | +528.0% | -412.4% | +63.2% |
| 10Y | +1,761.8% | +1,021.4% | +740.4% | +1,305.3% |
| All | +1,761.8% | +969.9% | +791.9% | +1,305.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling