+30.8%
ASML vs GS
+12.1%
+18.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.4% | -3.0% | -4.3% |
| 7D | -19.0% | -6.3% | -12.7% | -14.6% |
| 30D | -25.9% | -3.1% | -22.8% | -23.8% |
| 3M | -19.1% | -17.7% | -1.4% | -5.8% |
| 6M | -5.7% | -4.6% | -1.2% | -3.9% |
| YTD | +27.6% | +0.3% | +27.3% | +22.2% |
| 1Y | +30.8% | +11.7% | +19.1% | +16.8% |
| All | +30.8% | +12.1% | +18.7% | +16.8% |
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