+1,534.9%
ASML vs GWRE
+162.4%
+1,372.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | +0.7% |
| 7D | -2.9% | -3.5% | +0.6% | -2.0% |
| 30D | -15.2% | -7.1% | -8.1% | -14.1% |
| 3M | -12.9% | -10.1% | -2.8% | -13.3% |
| 6M | -5.0% | +12.3% | -17.3% | -16.7% |
| YTD | +41.8% | -22.7% | +64.5% | +41.6% |
| 1Y | +46.0% | -28.6% | +74.6% | +51.2% |
| 3Y | +133.5% | +70.7% | +62.8% | +38.8% |
| 5Y | +93.0% | +24.4% | +68.6% | +31.3% |
| 10Y | +1,534.9% | +169.2% | +1,365.7% | +679.8% |
| All | +1,534.9% | +162.4% | +1,372.5% | +679.8% |
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