+85,698.1%
ASML vs GFI
+500.1%
+85,198.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -7.0% | +6.7% | +0.3% |
| 7D | -2.9% | +10.4% | -13.2% | -3.7% |
| 30D | -15.2% | +3.6% | -18.8% | -15.5% |
| 3M | -12.9% | -5.1% | -7.8% | -12.8% |
| 6M | -5.0% | -13.0% | +8.0% | -4.4% |
| YTD | +41.8% | -8.0% | +49.8% | +41.6% |
| 1Y | +46.0% | -5.0% | +51.1% | +45.3% |
| 3Y | +133.5% | +228.8% | -95.3% | +106.5% |
| 5Y | +93.0% | +354.4% | -261.4% | +63.7% |
| 10Y | +1,534.9% | +1,238.7% | +296.2% | +1,137.1% |
| All | +85,698.1% | +500.1% | +85,198.1% | +53,084.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling