+1,323.9%
ASML vs GLW
+483.3%
+840.6%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -12.9% | +3.6% | -2.3% |
| 7D | -19.0% | -19.7% | +0.7% | -8.8% |
| 30D | -25.9% | -38.8% | +12.9% | -3.8% |
| 3M | -19.1% | -33.9% | +14.8% | -0.9% |
| 6M | -5.7% | -36.0% | +30.2% | +10.8% |
| YTD | +27.6% | +18.7% | +8.8% | -0.4% |
| 1Y | +30.8% | +19.8% | +11.0% | +1.0% |
| 3Y | +116.2% | +294.3% | -178.1% | -23.7% |
| 5Y | +67.7% | +205.7% | -138.1% | -30.4% |
| All | +1,323.9% | +483.3% | +840.6% | +303.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 10y: compounded portfolio wealth divided by compounded GLW 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…
10y analysis · Full analysis span regression · 6 months rolling