+92.1%
ASML vs GTLB
-49.0%
+141.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.8% | +6.9% | +5.4% |
| 7D | -9.0% | -11.1% | +2.1% | -7.0% |
| 30D | -21.0% | -7.5% | -13.5% | -19.9% |
| 3M | -16.3% | +34.8% | -51.1% | -21.3% |
| 6M | -7.5% | +98.0% | -105.5% | -20.4% |
| YTD | +34.0% | +28.1% | +5.9% | +24.2% |
| 1Y | +39.3% | +5.6% | +33.7% | +34.0% |
| 3Y | +128.9% | +15.9% | +112.9% | +103.2% |
| 5Y | +76.1% | -61.1% | +137.2% | +62.0% |
| All | +92.1% | -49.0% | +141.1% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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