+130.9%
ASML vs GTLB
-47.1%
+178.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.0% |
| 7D | +1.1% | +11.1% | -10.0% | -0.9% |
| 30D | +2.2% | +37.8% | -35.6% | -4.1% |
| 3M | -2.3% | +61.6% | -63.9% | -11.6% |
| 6M | +23.0% | +98.9% | -75.9% | +5.2% |
| YTD | +61.1% | +32.8% | +28.3% | +48.7% |
| 1Y | +129.1% | +14.7% | +114.5% | +116.3% |
| 3Y | +165.4% | +1.3% | +164.0% | +143.3% |
| All | +130.9% | -47.1% | +178.1% | +108.7% |
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