+4,068.8%
ASML vs GWRE
+869.7%
+3,199.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -19.9% | +24.1% | +10.3% |
| 7D | +1.1% | -21.1% | +22.2% | +7.4% |
| 30D | +2.2% | +1.3% | +0.9% | -0.2% |
| 3M | -2.3% | +7.4% | -9.7% | -8.5% |
| 6M | +23.0% | +5.6% | +17.4% | +12.2% |
| YTD | +61.1% | -19.2% | +80.3% | +60.6% |
| 1Y | +129.1% | -25.1% | +154.3% | +132.4% |
| 3Y | +165.4% | +87.7% | +77.7% | +75.6% |
| 5Y | +109.5% | +32.0% | +77.4% | +56.0% |
| 10Y | +1,645.7% | +157.8% | +1,488.0% | +940.0% |
| All | +4,068.8% | +869.7% | +3,199.1% | +1,972.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling