+205.0%
GLD vs ASML
+1,409.1%
-1,204.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.0% | -5.8% | -1.1% |
| 7D | +4.7% | -9.0% | +13.7% | +5.3% |
| 30D | -0.9% | -21.0% | +20.1% | +0.6% |
| 3M | -4.4% | -16.3% | +11.9% | -3.4% |
| 6M | -13.6% | -7.5% | -6.0% | -13.4% |
| YTD | -6.0% | +34.0% | -40.0% | -7.8% |
| 1Y | +1.8% | +39.3% | -37.5% | -0.5% |
| 3Y | +103.2% | +128.9% | -25.7% | +91.9% |
| 5Y | +119.3% | +76.1% | +43.3% | +107.5% |
| All | +205.0% | +1,409.1% | -1,204.1% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ASML.
Daily Out/Under-Performance
Portfolio return minus ASML return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASML 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 ASML 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