+46.6%
ASML vs GFI
+5.2%
+41.4%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.8% | +1.4% | +5.0% |
| 7D | -0.8% | +18.0% | -18.9% | -4.9% |
| 30D | -14.9% | +11.5% | -26.4% | -17.2% |
| 3M | -13.0% | +2.8% | -15.8% | -14.3% |
| 6M | -4.7% | -6.4% | +1.7% | -4.7% |
| YTD | +42.3% | -1.1% | +43.4% | +39.5% |
| All | +46.6% | +5.2% | +41.4% | +42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling