+144.3%
ASML vs GFS
-23.4%
+167.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.9% | +1.3% | +4.0% |
| 7D | -0.8% | -3.1% | +2.3% | +0.7% |
| 30D | -14.9% | -16.0% | +1.1% | -8.2% |
| 3M | -13.0% | -24.7% | +11.7% | -2.1% |
| 6M | -4.7% | -45.1% | +40.4% | +22.1% |
| YTD | +42.3% | +16.5% | +25.8% | +29.5% |
| 1Y | +49.7% | +19.3% | +30.4% | +34.6% |
| 3Y | +144.3% | -20.0% | +164.2% | +145.7% |
| All | +144.3% | -23.4% | +167.7% | +145.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling