+210.0%
ASML vs GGLL
+188.6%
+21.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.4% | +3.6% | +4.6% |
| 7D | -9.0% | +3.1% | -12.1% | -9.8% |
| 30D | -21.0% | -36.3% | +15.4% | -11.7% |
| 3M | -16.3% | -40.4% | +24.1% | -5.5% |
| 6M | -7.5% | -54.6% | +47.1% | +11.2% |
| YTD | +34.0% | -31.1% | +65.1% | +38.6% |
| 1Y | +39.3% | -19.2% | +58.5% | +35.6% |
| 3Y | +128.9% | +151.5% | -22.7% | +35.6% |
| All | +210.0% | +188.6% | +21.4% | +65.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling