+133.9%
ASML vs GFI
+214.8%
-81.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | -0.1% | -0.1% |
| 7D | +4.9% | -8.7% | +13.6% | +6.5% |
| 30D | -9.3% | +0.6% | -9.9% | -9.5% |
| 3M | -19.0% | -7.5% | -11.5% | -18.4% |
| 6M | -5.2% | -18.3% | +13.1% | -3.2% |
| YTD | +40.6% | -13.8% | +54.4% | +41.8% |
| 1Y | +47.5% | -8.8% | +56.4% | +47.5% |
| 3Y | +133.9% | +215.8% | -82.0% | +100.1% |
| All | +133.9% | +214.8% | -81.0% | +100.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling