-7.5%
ASML vs GWRE
+17.5%
-25.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -3.5% | +8.6% | +4.1% |
| 7D | -9.0% | -0.7% | -8.3% | -9.1% |
| 30D | -21.0% | -1.6% | -19.4% | -21.0% |
| 3M | -16.3% | +0.9% | -17.2% | -14.2% |
| 6M | -7.5% | +23.1% | -30.7% | +5.0% |
| All | -7.5% | +17.5% | -25.0% | +5.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling