+640.6%
ASX vs GGLL
+194.0%
+446.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | -9.1% | +5.1% | -14.2% | -10.1% |
| 30D | -23.6% | -35.5% | +11.9% | -15.6% |
| 3M | -5.6% | -39.2% | +33.5% | +5.1% |
| 6M | +4.7% | -54.4% | +59.1% | +23.8% |
| YTD | +122.6% | -29.8% | +152.4% | +130.6% |
| 1Y | +133.0% | -20.4% | +153.4% | +131.7% |
| 3Y | +367.1% | +149.7% | +217.4% | +213.3% |
| All | +640.6% | +194.0% | +446.6% | +347.7% |
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