+75.1%
ASML vs GFS
-22.3%
+97.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.9% | +0.5% | -4.7% |
| 7D | -19.0% | -20.7% | +1.7% | -9.8% |
| 30D | -25.9% | -25.2% | -0.7% | -15.4% |
| 3M | -19.1% | -26.3% | +7.2% | -7.6% |
| 6M | -5.7% | -50.7% | +45.0% | +28.1% |
| YTD | +27.6% | +4.5% | +23.0% | +19.9% |
| 1Y | +30.8% | +2.5% | +28.3% | +23.8% |
| 3Y | +116.2% | -30.9% | +147.2% | +131.7% |
| 5Y | +67.7% | -42.6% | +110.3% | +82.0% |
| All | +75.1% | -22.3% | +97.4% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling