+1,767.1%
ASML vs GWRE
+130.1%
+1,637.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.0% | +3.0% | -0.3% |
| 7D | +2.8% | -26.2% | +29.0% | +12.0% |
| 30D | -0.2% | -17.8% | +17.5% | +4.1% |
| 3M | -2.6% | +14.2% | -16.8% | -12.6% |
| 6M | +27.9% | -12.9% | +40.8% | +23.9% |
| YTD | +62.4% | -29.2% | +91.7% | +70.0% |
| 1Y | +116.2% | -44.4% | +160.7% | +153.5% |
| 3Y | +182.4% | +51.1% | +131.3% | +79.2% |
| 5Y | +112.4% | +16.5% | +95.9% | +49.6% |
| 10Y | +1,767.1% | +131.6% | +1,635.5% | +854.9% |
| All | +1,767.1% | +130.1% | +1,637.0% | +854.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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