+842.6%
ASX vs GAP
+20.3%
+822.3%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | +8.0% |
| 7D | -12.3% | 0.0% | -12.3% | -12.2% |
| 30D | -26.0% | -4.3% | -21.7% | -25.4% |
| 3M | -8.1% | +9.4% | -17.5% | -10.1% |
| 6M | +1.4% | -3.3% | +4.7% | +1.1% |
| YTD | +115.6% | -10.5% | +126.1% | +116.7% |
| 1Y | +128.0% | -2.4% | +130.4% | +124.7% |
| 3Y | +371.4% | +80.1% | +291.3% | +289.7% |
| 5Y | +469.4% | +6.5% | +463.0% | +391.8% |
| 10Y | +842.6% | +14.6% | +828.0% | +565.7% |
| All | +842.6% | +20.3% | +822.3% | +565.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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