+493.9%
GLW vs ASX
+754.3%
-260.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | -0.4% |
| 7D | -13.9% | -19.9% | +6.0% | -4.9% |
| 30D | -35.0% | -30.9% | -4.1% | -23.5% |
| 3M | -32.4% | -15.1% | -17.3% | -27.3% |
| 6M | -41.3% | -6.5% | -34.9% | -38.8% |
| YTD | +21.8% | +98.4% | -76.6% | -4.3% |
| 1Y | +21.8% | +107.9% | -86.0% | -5.8% |
| 3Y | +307.7% | +325.3% | -17.6% | +133.1% |
| 5Y | +213.7% | +447.3% | -233.6% | +57.3% |
| All | +493.9% | +754.3% | -260.4% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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