+47.5%
ASML vs GFS
+22.9%
+24.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +1.1% |
| 7D | +4.9% | +7.4% | -2.4% | +1.5% |
| 30D | -9.3% | -15.3% | +6.0% | -2.4% |
| 3M | -19.0% | -21.1% | +2.1% | -10.5% |
| 6M | -5.2% | -44.5% | +39.3% | +21.3% |
| YTD | +40.6% | +19.2% | +21.4% | +27.9% |
| 1Y | +47.5% | +27.2% | +20.3% | +28.3% |
| All | +47.5% | +22.9% | +24.6% | +28.3% |
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