+1,557.1%
ASML vs GWRE
+167.6%
+1,389.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +4.9% | -2.0% | +6.9% | +5.6% |
| 30D | -9.3% | -4.1% | -5.2% | -9.0% |
| 3M | -19.0% | -13.4% | -5.6% | -18.2% |
| 6M | -5.2% | +26.0% | -31.2% | -20.6% |
| YTD | +40.6% | -21.3% | +61.9% | +39.6% |
| 1Y | +47.5% | -27.5% | +75.0% | +52.0% |
| 3Y | +133.9% | +72.7% | +61.2% | +38.6% |
| 5Y | +83.8% | +26.4% | +57.4% | +24.4% |
| All | +1,557.1% | +167.6% | +1,389.5% | +678.6% |
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