+272.6%
ASML vs GGLL
+328.7%
-56.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.3% | +6.5% | +4.8% |
| 7D | +1.1% | -4.8% | +5.9% | +2.4% |
| 30D | +2.2% | -13.7% | +15.9% | +6.2% |
| 3M | -2.3% | -21.9% | +19.6% | +2.8% |
| 6M | +23.0% | +11.7% | +11.3% | +13.6% |
| YTD | +61.1% | +2.3% | +58.8% | +52.3% |
| 1Y | +129.1% | +76.2% | +52.9% | +79.4% |
| 3Y | +165.4% | +245.0% | -79.6% | +47.7% |
| All | +272.6% | +328.7% | -56.0% | +81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling