+108.6%
ASML vs GIS
-19.2%
+127.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.5% | +6.6% | +3.5% |
| 7D | +1.1% | -7.8% | +8.9% | -1.0% |
| 30D | +2.2% | +6.6% | -4.4% | +4.1% |
| 3M | -2.3% | +21.0% | -23.3% | +3.1% |
| 6M | +23.0% | -9.1% | +32.0% | +23.2% |
| YTD | +61.1% | -13.6% | +74.7% | +60.1% |
| 1Y | +129.1% | -18.0% | +147.1% | +126.4% |
| 3Y | +165.4% | -33.7% | +199.0% | +153.2% |
| All | +108.6% | -19.2% | +127.7% | +99.7% |
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 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