+46.0%
ASML vs GIS
-21.0%
+67.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.8% |
| 7D | -2.9% | +1.5% | -4.4% | -1.7% |
| 30D | -15.2% | +9.2% | -24.4% | -10.1% |
| 3M | -12.9% | -5.4% | -7.5% | -14.2% |
| 6M | -5.0% | +3.4% | -8.5% | +1.1% |
| YTD | +41.8% | -20.5% | +62.3% | +30.6% |
| 1Y | +46.0% | -20.0% | +66.0% | +35.7% |
| All | +46.0% | -21.0% | +67.0% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling