+104.8%
GLD vs ASML
+118.1%
-13.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +1.6% |
| 7D | +1.9% | -19.0% | +20.9% | +3.8% |
| 30D | -1.8% | -25.9% | +24.2% | +0.8% |
| 3M | -3.6% | -19.1% | +15.4% | -1.9% |
| 6M | -10.2% | -5.7% | -4.5% | -10.0% |
| YTD | -5.3% | +27.6% | -32.8% | -6.6% |
| 1Y | +2.5% | +30.8% | -28.3% | +0.8% |
| All | +104.8% | +118.1% | -13.3% | +101.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling