+128.9%
ASML vs GLW
+304.0%
-175.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.8% |
| 7D | -9.0% | -13.9% | +4.9% | -2.6% |
| 30D | -21.0% | -35.0% | +14.0% | -4.3% |
| 3M | -16.3% | -32.4% | +16.1% | -1.7% |
| 6M | -7.5% | -41.3% | +33.8% | +11.5% |
| YTD | +34.0% | +21.8% | +12.1% | +9.1% |
| 1Y | +39.3% | +21.8% | +17.4% | +12.9% |
| 3Y | +128.9% | +307.7% | -178.8% | -1.4% |
| All | +128.9% | +304.0% | -175.2% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling