+83.9%
ASML vs GFS
-17.5%
+101.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.2% | -1.2% | +2.1% |
| 7D | -9.0% | -7.8% | -1.2% | -5.4% |
| 30D | -21.0% | -19.7% | -1.3% | -12.7% |
| 3M | -16.3% | -23.1% | +6.8% | -6.3% |
| 6M | -7.5% | -46.4% | +38.8% | +21.0% |
| YTD | +34.0% | +11.0% | +23.0% | +22.5% |
| 1Y | +39.3% | +12.6% | +26.6% | +26.2% |
| 3Y | +128.9% | -24.9% | +153.8% | +135.8% |
| 5Y | +76.1% | -39.1% | +115.1% | +85.9% |
| All | +83.9% | -17.5% | +101.4% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling