+1,505.1%
ASML vs GS
+547.2%
+957.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.6% | -7.2% | -5.8% |
| 7D | -10.0% | +0.3% | -10.3% | -10.2% |
| 30D | -19.4% | +3.9% | -23.3% | -21.3% |
| 3M | -12.5% | -11.4% | -1.0% | -6.0% |
| 6M | +8.2% | +3.7% | +4.5% | +5.7% |
| YTD | +40.7% | +7.1% | +33.6% | +34.8% |
| 1Y | +46.1% | +19.7% | +26.5% | +31.1% |
| 3Y | +138.5% | +202.8% | -64.4% | +20.6% |
| 5Y | +84.2% | +156.7% | -72.5% | +1.4% |
| 10Y | +1,505.1% | +548.7% | +956.4% | +523.3% |
| All | +1,505.1% | +547.2% | +957.9% | +523.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling