+746.1%
GLD vs ASML
+9,066.6%
-8,320.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASML | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -9.3% | +10.1% | +1.3% |
| 7D | +1.9% | -19.0% | +20.9% | +2.9% |
| 30D | -1.8% | -25.9% | +24.2% | -0.3% |
| 3M | -3.6% | -19.1% | +15.4% | -2.7% |
| 6M | -10.2% | -5.7% | -4.5% | -10.1% |
| YTD | -5.3% | +27.6% | -32.8% | -6.5% |
| 1Y | +2.5% | +30.8% | -28.3% | +1.0% |
| 3Y | +103.2% | +116.2% | -13.0% | +94.7% |
| 5Y | +121.1% | +67.7% | +53.4% | +112.2% |
| 10Y | +201.9% | +1,355.3% | -1,153.5% | +166.3% |
| All | +746.1% | +9,066.6% | -8,320.5% | +543.3% |
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