+47.5%
ASML vs GWW
+59.1%
-11.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | +4.9% | +3.6% | +1.4% | +4.0% |
| 30D | -9.3% | +12.1% | -21.4% | -11.9% |
| 3M | -19.0% | +12.9% | -31.9% | -21.5% |
| 6M | -5.2% | +19.3% | -24.5% | -10.5% |
| YTD | +40.6% | +48.7% | -8.1% | +27.1% |
| 1Y | +47.5% | +60.5% | -13.0% | +32.8% |
| All | +47.5% | +59.1% | -11.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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