+47.5%
ASML vs GIS
-21.2%
+68.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | +1.3% |
| 7D | +4.9% | -3.4% | +8.3% | +2.8% |
| 30D | -9.3% | +6.9% | -16.1% | -5.0% |
| 3M | -19.0% | -10.1% | -8.9% | -22.5% |
| 6M | -5.2% | +5.9% | -11.1% | +1.6% |
| YTD | +40.6% | -21.1% | +61.7% | +29.1% |
| 1Y | +47.5% | -22.5% | +70.0% | +34.0% |
| All | +47.5% | -21.2% | +68.7% | +34.0% |
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 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