+164.9%
ASML vs GS
+239.2%
-74.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.4% |
| 30D | +2.2% | -1.6% | +3.8% | +3.0% |
| 3M | -2.3% | -4.5% | +2.2% | +0.1% |
| 6M | +23.0% | +20.9% | +2.1% | +9.4% |
| YTD | +61.1% | +19.9% | +41.2% | +43.7% |
| 1Y | +129.1% | +41.4% | +87.7% | +86.6% |
| All | +164.9% | +239.2% | -74.3% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling