+47.5%
ASML vs GLW
+30.5%
+17.0%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +1.7% |
| 7D | +4.9% | +7.7% | -2.8% | +1.4% |
| 30D | -9.3% | -18.8% | +9.6% | -1.2% |
| 3M | -19.0% | -27.7% | +8.8% | -8.4% |
| 6M | -5.2% | -44.4% | +39.2% | +16.0% |
| YTD | +40.6% | +31.3% | +9.3% | +18.8% |
| 1Y | +47.5% | +40.0% | +7.5% | +20.7% |
| All | +47.5% | +30.5% | +17.0% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling