+75.5%
ASML vs GWRE
+27.5%
+48.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.6% | +5.7% |
| 7D | -9.0% | -0.7% | -8.3% | -9.0% |
| 30D | -21.0% | -1.6% | -19.4% | -21.2% |
| 3M | -16.3% | +0.9% | -17.2% | -18.9% |
| 6M | -7.5% | +23.1% | -30.7% | -18.2% |
| YTD | +34.0% | -19.7% | +53.7% | +37.0% |
| 1Y | +39.3% | -25.0% | +64.3% | +46.6% |
| 3Y | +128.9% | +78.7% | +50.1% | +31.1% |
| All | +75.5% | +27.5% | +48.0% | +21.7% |
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