+93.0%
ASML vs GIS
-32.9%
+125.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.6% |
| 7D | -2.9% | +1.5% | -4.4% | -2.3% |
| 30D | -15.2% | +9.2% | -24.4% | -12.6% |
| 3M | -12.9% | -5.4% | -7.5% | -13.4% |
| 6M | -5.0% | +3.4% | -8.5% | -2.5% |
| YTD | +41.8% | -20.5% | +62.3% | +39.0% |
| 1Y | +46.0% | -20.0% | +66.0% | +43.4% |
| 3Y | +133.5% | -38.6% | +172.1% | +119.2% |
| 5Y | +93.0% | -33.1% | +126.1% | +79.6% |
| All | +93.0% | -32.9% | +125.9% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling