+23.0%
ASML vs GTLB
+111.1%
-88.2%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.1% | +3.1% | +4.3% |
| 7D | +1.1% | +11.1% | -10.0% | +2.6% |
| 30D | +2.2% | +37.8% | -35.6% | +7.5% |
| 3M | -2.3% | +61.6% | -63.9% | +7.0% |
| 6M | +23.0% | +98.9% | -75.9% | +42.7% |
| All | +23.0% | +111.1% | -88.2% | +42.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling