+75.5%
ASML vs GLW
+212.0%
-136.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.6% | +2.4% | +3.6% |
| 7D | -9.0% | -13.9% | +4.9% | -1.6% |
| 30D | -21.0% | -35.0% | +14.0% | -1.4% |
| 3M | -16.3% | -32.4% | +16.1% | +0.6% |
| 6M | -7.5% | -41.3% | +33.8% | +13.7% |
| YTD | +34.0% | +21.8% | +12.1% | -0.3% |
| 1Y | +39.3% | +21.8% | +17.4% | +2.9% |
| 3Y | +128.9% | +307.7% | -178.8% | -34.9% |
| All | +75.5% | +212.0% | -136.5% | -37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling