+164.9%
ASML vs GIS
-33.1%
+198.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.6% | +3.1% |
| 7D | +1.1% | -7.8% | +8.9% | -2.4% |
| 30D | +2.2% | +6.6% | -4.4% | +5.4% |
| 3M | -2.3% | +21.0% | -23.3% | +7.2% |
| 6M | +23.0% | -9.1% | +32.0% | +22.1% |
| YTD | +61.1% | -13.6% | +74.7% | +57.5% |
| 1Y | +129.1% | -18.0% | +147.1% | +121.0% |
| All | +164.9% | -33.1% | +198.0% | +140.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling