+129.1%
ASML vs GGLL
+80.0%
+49.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.7% |
| 7D | +1.1% | -4.8% | +5.9% | +2.1% |
| 30D | +2.2% | -13.7% | +15.9% | +5.3% |
| 3M | -2.3% | -21.9% | +19.6% | +2.6% |
| 6M | +23.0% | +11.7% | +11.3% | +12.0% |
| YTD | +61.1% | +2.3% | +58.8% | +50.0% |
| 1Y | +129.1% | +76.2% | +52.9% | +60.3% |
| All | +129.1% | +80.0% | +49.1% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling