+103.2%
GLD vs ASML
+140.6%
-37.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +4.0% |
| 7D | -0.3% | -10.0% | +9.7% | +0.7% |
| 30D | -1.9% | -19.4% | +17.6% | +0.1% |
| 3M | -0.4% | -12.5% | +12.0% | +0.7% |
| 6M | -10.2% | +8.2% | -18.4% | -11.0% |
| YTD | -6.0% | +40.7% | -46.7% | -8.2% |
| 1Y | +2.8% | +46.1% | -43.3% | +0.2% |
| All | +103.2% | +140.6% | -37.4% | +98.2% |
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