+123.1%
ASML vs GFI
+37.0%
+86.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.4% | +3.0% |
| 7D | +6.0% | +5.7% | +0.3% | +4.5% |
| 30D | +1.4% | +15.6% | -14.2% | -2.4% |
| 3M | +1.0% | +31.5% | -30.5% | -6.6% |
| 6M | +37.0% | -3.7% | +40.7% | +35.1% |
| YTD | +65.8% | +11.2% | +54.5% | +59.0% |
| 1Y | +123.1% | +36.4% | +86.7% | +108.0% |
| All | +123.1% | +37.0% | +86.1% | +108.0% |
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