+683.0%
ASX vs GGLL
+328.7%
+354.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.8% |
| 7D | -0.7% | -4.8% | +4.1% | +0.5% |
| 30D | +2.0% | -13.7% | +15.7% | +5.5% |
| 3M | -1.3% | -21.9% | +20.5% | +3.4% |
| 6M | +71.4% | +11.7% | +59.8% | +60.7% |
| YTD | +135.3% | +2.3% | +133.0% | +124.9% |
| 1Y | +267.5% | +76.2% | +191.3% | +199.6% |
| 3Y | +388.5% | +245.0% | +143.5% | +205.9% |
| All | +683.0% | +328.7% | +354.3% | +336.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling