+739.3%
GLD vs ASML
+10,010.1%
-9,270.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.6% | +7.3% | +3.9% |
| 7D | -0.3% | -10.0% | +9.7% | +0.3% |
| 30D | -1.9% | -19.4% | +17.6% | -0.8% |
| 3M | -0.4% | -12.5% | +12.0% | +0.2% |
| 6M | -10.2% | +8.2% | -18.4% | -10.7% |
| YTD | -6.0% | +40.7% | -46.7% | -7.7% |
| 1Y | +2.8% | +46.1% | -43.3% | +0.8% |
| 3Y | +101.6% | +138.5% | -36.9% | +92.3% |
| 5Y | +122.2% | +84.2% | +38.0% | +112.3% |
| 10Y | +199.5% | +1,505.1% | -1,305.7% | +162.9% |
| All | +739.3% | +10,010.1% | -9,270.8% | +535.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling