+1,395.4%
ASML vs GIS
-14.2%
+1,409.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +4.8% |
| 7D | -9.0% | +3.6% | -12.6% | -8.8% |
| 30D | -21.0% | +13.9% | -34.9% | -20.3% |
| 3M | -16.3% | +0.3% | -16.6% | -16.0% |
| 6M | -7.5% | +5.0% | -12.5% | -7.0% |
| YTD | +34.0% | -18.4% | +52.4% | +35.1% |
| 1Y | +39.3% | -17.4% | +56.7% | +40.3% |
| 3Y | +128.9% | -36.9% | +165.8% | +131.1% |
| 5Y | +76.1% | -30.4% | +106.5% | +73.7% |
| All | +1,395.4% | -14.2% | +1,409.6% | +1,339.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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