+114.2%
ASML vs GWRE
-45.4%
+159.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.7% |
| 7D | +2.5% | -30.9% | +33.4% | -4.1% |
| 30D | -6.2% | -20.7% | +14.5% | -9.6% |
| 3M | -2.6% | +20.2% | -22.7% | +2.2% |
| 6M | +22.4% | -11.9% | +34.3% | +26.0% |
| YTD | +58.5% | -30.3% | +88.8% | +61.6% |
| 1Y | +114.2% | -44.6% | +158.8% | +137.0% |
| All | +114.2% | -45.4% | +159.5% | +137.0% |
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