+571.3%
ASX vs FGI
-70.4%
+641.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.3% | 0.0% |
| 7D | -0.7% | +0.5% | -1.3% | -0.7% |
| 30D | +2.0% | +65.4% | -63.4% | -0.7% |
| 3M | -1.3% | +23.5% | -24.8% | -3.3% |
| 6M | +71.4% | +60.5% | +10.9% | +65.3% |
| YTD | +135.3% | +30.0% | +105.3% | +127.7% |
| 1Y | +267.5% | +82.1% | +185.4% | +248.8% |
| 3Y | +388.5% | -4.4% | +392.9% | +366.3% |
| All | +571.3% | -70.4% | +641.6% | +568.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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