+46.0%
ASML vs GWRE
-29.0%
+75.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.3% | +3.0% | -1.1% |
| 7D | -2.9% | -3.5% | +0.6% | -3.5% |
| 30D | -15.2% | -7.1% | -8.1% | -16.2% |
| 3M | -12.9% | -10.1% | -2.8% | -13.4% |
| 6M | -5.0% | +12.3% | -17.3% | +2.0% |
| YTD | +41.8% | -22.7% | +64.5% | +42.4% |
| 1Y | +46.0% | -28.6% | +74.6% | +47.8% |
| All | +46.0% | -29.0% | +75.1% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling