+225.6%
ASML vs GGLL
+198.0%
+27.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.5% | -10.1% | -5.4% |
| 7D | -10.0% | -23.1% | +13.1% | -4.8% |
| 30D | -19.4% | -32.9% | +13.4% | -11.4% |
| 3M | -12.5% | -44.9% | +32.4% | +1.0% |
| 6M | +8.2% | -49.5% | +57.7% | +25.9% |
| YTD | +40.7% | -28.9% | +69.6% | +44.2% |
| 1Y | +46.1% | -12.2% | +58.3% | +38.5% |
| 3Y | +138.5% | +163.5% | -25.0% | +39.1% |
| All | +225.6% | +198.0% | +27.6% | +71.8% |
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