+1,557.1%
ASML vs GLW
+526.2%
+1,030.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +2.2% |
| 7D | +4.9% | +7.7% | -2.8% | +0.5% |
| 30D | -9.3% | -18.8% | +9.6% | +1.2% |
| 3M | -19.0% | -27.7% | +8.8% | -5.3% |
| 6M | -5.2% | -44.4% | +39.2% | +22.1% |
| YTD | +40.6% | +31.3% | +9.3% | +3.7% |
| 1Y | +47.5% | +40.0% | +7.5% | +4.1% |
| 3Y | +133.9% | +339.2% | -205.4% | -22.5% |
| 5Y | +83.8% | +229.2% | -145.4% | -26.9% |
| All | +1,557.1% | +526.2% | +1,030.9% | +354.7% |
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