+83.2%
ASML vs GLXY
-44.8%
+128.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -7.1% | -2.2% | -7.9% |
| 7D | -19.0% | -28.4% | +9.4% | -13.7% |
| 30D | -25.9% | -41.4% | +15.5% | -18.3% |
| 3M | -19.1% | -31.9% | +12.9% | -14.0% |
| 6M | -5.7% | -57.2% | +51.5% | +8.0% |
| YTD | +27.6% | -41.9% | +69.5% | +37.5% |
| 1Y | +30.8% | -58.7% | +89.5% | +44.4% |
| All | +83.2% | -44.8% | +128.0% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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