+101.9%
ASML vs GTLB
-49.8%
+151.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | +10.4% | -3.5% | +13.8% | +11.0% |
| 30D | -12.7% | -9.0% | -3.7% | -11.2% |
| 3M | -17.2% | +15.9% | -33.0% | -19.9% |
| 6M | -1.3% | +104.9% | -106.2% | -15.6% |
| YTD | +40.8% | +26.0% | +14.8% | +30.8% |
| 1Y | +45.2% | +1.8% | +43.4% | +40.7% |
| 3Y | +131.8% | +6.0% | +125.8% | +109.9% |
| 5Y | +84.0% | -62.2% | +146.2% | +70.0% |
| All | +101.9% | -49.8% | +151.7% | +83.6% |
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