+108.6%
ASML vs GFI
+508.7%
-400.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.4% |
| 7D | +1.1% | +3.1% | -2.0% | +0.5% |
| 30D | +2.2% | +27.1% | -24.9% | -2.1% |
| 3M | -2.3% | +21.2% | -23.5% | -6.1% |
| 6M | +23.0% | -4.5% | +27.5% | +22.4% |
| YTD | +61.1% | +11.7% | +49.3% | +55.8% |
| 1Y | +129.1% | +46.0% | +83.1% | +112.1% |
| 3Y | +165.4% | +309.6% | -144.2% | +101.5% |
| All | +108.6% | +508.7% | -400.1% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling