+51.0%
ASML vs GIS
-21.5%
+72.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.1% | +2.9% | +1.1% |
| 7D | +2.5% | -4.6% | +7.1% | -0.1% |
| 30D | -12.2% | +6.6% | -18.8% | -8.2% |
| 3M | -14.6% | -8.1% | -6.5% | -17.3% |
| 6M | -1.7% | +4.9% | -6.7% | +5.0% |
| YTD | +44.3% | -21.4% | +65.7% | +32.2% |
| 1Y | +51.0% | -21.6% | +72.6% | +38.5% |
| All | +51.0% | -21.5% | +72.5% | +38.5% |
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