+129.1%
ASML vs GFS
+37.2%
+91.9%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.6% | +3.5% |
| 7D | +1.1% | +1.0% | +0.1% | +0.7% |
| 30D | +2.2% | -8.6% | +10.8% | +5.7% |
| 3M | -2.3% | -46.5% | +44.2% | +26.8% |
| 6M | +23.0% | -4.8% | +27.8% | +26.7% |
| YTD | +61.1% | +29.7% | +31.4% | +45.6% |
| 1Y | +129.1% | +35.8% | +93.3% | +107.6% |
| All | +129.1% | +37.2% | +91.9% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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