+1,504.8%
ASML vs GIS
-17.6%
+1,522.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.1% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -14.9% | +10.1% | -25.0% | -14.3% |
| 3M | -13.0% | -3.7% | -9.3% | -12.9% |
| 6M | -4.7% | +4.3% | -9.0% | -4.3% |
| YTD | +42.3% | -19.8% | +62.1% | +43.3% |
| 1Y | +49.7% | -20.5% | +70.2% | +50.7% |
| 3Y | +144.3% | -38.3% | +182.6% | +146.5% |
| 5Y | +86.4% | -32.2% | +118.5% | +83.9% |
| 10Y | +1,504.8% | -18.0% | +1,522.8% | +1,452.0% |
| All | +1,504.8% | -17.6% | +1,522.4% | +1,452.0% |
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