+128.9%
ASML vs GWW
+92.7%
+36.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.7% | +5.8% | +5.3% |
| 7D | -9.0% | +6.0% | -15.0% | -11.2% |
| 30D | -21.0% | +14.0% | -35.0% | -25.2% |
| 3M | -16.3% | +12.5% | -28.8% | -20.6% |
| 6M | -7.5% | +23.6% | -31.2% | -16.4% |
| YTD | +34.0% | +43.6% | -9.6% | +12.8% |
| 1Y | +39.3% | +52.5% | -13.2% | +13.8% |
| 3Y | +128.9% | +92.6% | +36.3% | +49.3% |
| All | +128.9% | +92.7% | +36.1% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling