+115.6%
ASML vs GWRE
+22.2%
+93.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -7.8% | +10.7% | +4.7% |
| 7D | +6.0% | -25.6% | +31.5% | +12.4% |
| 30D | +1.4% | -12.2% | +13.6% | +2.7% |
| 3M | +1.0% | +17.7% | -16.7% | -7.6% |
| 6M | +37.0% | -11.3% | +48.3% | +35.0% |
| YTD | +65.8% | -25.5% | +91.3% | +74.0% |
| 1Y | +123.1% | -42.8% | +165.9% | +164.4% |
| 3Y | +188.2% | +59.0% | +129.2% | +73.9% |
| 5Y | +115.6% | +21.6% | +94.0% | +51.2% |
| All | +115.6% | +22.2% | +93.4% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling