+80,969.6%
ASML vs GIS
+654.7%
+80,314.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.6% | +7.6% | +5.6% |
| 7D | -9.0% | +3.6% | -12.6% | -9.9% |
| 30D | -21.0% | +13.9% | -34.9% | -23.7% |
| 3M | -16.3% | +0.3% | -16.6% | -17.0% |
| 6M | -7.5% | +5.0% | -12.5% | -10.3% |
| YTD | +34.0% | -18.4% | +52.4% | +37.9% |
| 1Y | +39.3% | -17.4% | +56.7% | +42.5% |
| 3Y | +128.9% | -36.9% | +165.8% | +145.9% |
| 5Y | +76.1% | -30.4% | +106.5% | +79.2% |
| 10Y | +1,428.4% | -13.6% | +1,442.0% | +1,272.9% |
| All | +80,969.6% | +654.7% | +80,314.9% | +38,409.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling