+93.0%
ASML vs GFS
-30.9%
+123.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -2.9% | -5.3% | +2.4% | -0.2% |
| 30D | -15.2% | -15.8% | +0.6% | -8.2% |
| 3M | -12.9% | -18.6% | +5.7% | -4.7% |
| 6M | -5.0% | -45.0% | +39.9% | +23.2% |
| YTD | +41.8% | +16.8% | +25.0% | +26.2% |
| 1Y | +46.0% | +17.8% | +28.2% | +29.1% |
| 3Y | +133.5% | -21.5% | +155.0% | +135.7% |
| 5Y | +93.0% | -29.3% | +122.3% | +93.8% |
| All | +93.0% | -30.9% | +123.9% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling