+1,504.8%
ASML vs GFI
+1,104.9%
+399.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.8% | +1.4% | +5.6% |
| 7D | -0.8% | +18.0% | -18.9% | -3.0% |
| 30D | -14.9% | +11.5% | -26.4% | -16.1% |
| 3M | -13.0% | +2.8% | -15.8% | -13.7% |
| 6M | -4.7% | -6.4% | +1.7% | -4.7% |
| YTD | +42.3% | -1.1% | +43.4% | +40.6% |
| 1Y | +49.7% | +10.8% | +38.9% | +45.8% |
| 3Y | +144.3% | +248.8% | -104.5% | +102.3% |
| 5Y | +86.4% | +407.7% | -321.4% | +43.8% |
| 10Y | +1,504.8% | +1,213.7% | +291.2% | +1,065.4% |
| All | +1,504.8% | +1,104.9% | +399.9% | +1,065.4% |
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