-7.5%
ASML vs GIS
+5.6%
-13.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +3.2% |
| 7D | -9.0% | +3.6% | -12.6% | -6.5% |
| 30D | -21.0% | +13.9% | -34.9% | -13.0% |
| 3M | -16.3% | +0.3% | -16.6% | -13.9% |
| 6M | -7.5% | +5.0% | -12.5% | +5.6% |
| All | -7.5% | +5.6% | -13.1% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling