+86.4%
ASML vs GTLB
-64.3%
+150.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.2% | +6.6% |
| 7D | -0.8% | -9.6% | +8.7% | +1.1% |
| 30D | -14.9% | -14.5% | -0.4% | -12.4% |
| 3M | -13.0% | +20.9% | -33.9% | -16.6% |
| 6M | -4.7% | +81.4% | -86.1% | -16.7% |
| YTD | +42.3% | +25.6% | +16.8% | +32.2% |
| 1Y | +49.7% | +3.4% | +46.3% | +44.5% |
| 3Y | +144.3% | +8.9% | +135.4% | +119.5% |
| 5Y | +86.4% | -64.0% | +150.3% | +66.1% |
| All | +86.4% | -64.3% | +150.7% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling