+46.1%
ASML vs GS
+21.8%
+24.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -6.3% |
| 7D | -10.0% | +0.3% | -10.3% | -10.2% |
| 30D | -19.4% | +3.9% | -23.3% | -21.7% |
| 3M | -12.5% | -11.4% | -1.0% | -4.1% |
| 6M | +8.2% | +3.7% | +4.5% | +3.1% |
| YTD | +40.7% | +7.1% | +33.6% | +27.7% |
| 1Y | +46.1% | +19.7% | +26.5% | +23.5% |
| All | +46.1% | +21.8% | +24.4% | +23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 1y: compounded portfolio wealth divided by compounded GS 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…
1y analysis · Full analysis span regression · 6 months rolling