+108.6%
ASML vs GS
+185.3%
-76.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.1% | +4.1% |
| 7D | +1.1% | +0.9% | +0.2% | +0.3% |
| 30D | +2.2% | -1.6% | +3.8% | +3.1% |
| 3M | -2.3% | -4.5% | +2.2% | +0.4% |
| 6M | +23.0% | +20.9% | +2.1% | +7.2% |
| YTD | +61.1% | +19.9% | +41.2% | +40.8% |
| 1Y | +129.1% | +41.4% | +87.7% | +78.3% |
| 3Y | +165.4% | +239.2% | -73.8% | +1.9% |
| All | +108.6% | +185.3% | -76.7% | -17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling