+1,395.4%
ASML vs GLW
+498.6%
+896.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.6% |
| 7D | -9.0% | -13.9% | +4.9% | -1.3% |
| 30D | -21.0% | -35.0% | +14.0% | -0.6% |
| 3M | -16.3% | -32.4% | +16.1% | +1.3% |
| 6M | -7.5% | -41.3% | +33.8% | +14.7% |
| YTD | +34.0% | +21.8% | +12.1% | +3.2% |
| 1Y | +39.3% | +21.8% | +17.4% | +6.7% |
| 3Y | +128.9% | +307.7% | -178.8% | -20.7% |
| 5Y | +76.1% | +213.7% | -137.6% | -27.9% |
| All | +1,395.4% | +498.6% | +896.8% | +317.6% |
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