+131.3%
ASML vs GLXY
+12.0%
+119.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.6% | +4.8% | +4.3% |
| 7D | +1.1% | +13.4% | -12.3% | -1.6% |
| 30D | +2.2% | +38.1% | -35.9% | -4.7% |
| 3M | -2.3% | -7.3% | +5.0% | -2.5% |
| 6M | +23.0% | +8.2% | +14.8% | +18.7% |
| YTD | +61.1% | +17.8% | +43.3% | +52.5% |
| 1Y | +129.1% | +14.9% | +114.2% | +121.8% |
| All | +131.3% | +12.0% | +119.3% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling