+560.2%
ASX vs GGLL
+188.6%
+371.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.4% | +5.0% | +6.1% |
| 7D | -19.9% | +3.1% | -23.0% | -20.4% |
| 30D | -30.9% | -36.3% | +5.4% | -23.5% |
| 3M | -15.1% | -40.4% | +25.3% | -5.0% |
| 6M | -6.5% | -54.6% | +48.1% | +10.7% |
| YTD | +98.4% | -31.1% | +129.6% | +106.5% |
| 1Y | +107.9% | -19.2% | +127.0% | +105.4% |
| 3Y | +325.3% | +151.5% | +173.7% | +184.3% |
| All | +560.2% | +188.6% | +371.6% | +300.8% |
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