+299.6%
ASX vs GD
+55.3%
+244.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -20.8% | -2.3% | -18.4% | -20.3% |
| 7D | -33.3% | -3.9% | -29.4% | -32.7% |
| 30D | -36.5% | +8.1% | -44.5% | -37.2% |
| 3M | -19.2% | -6.8% | -12.4% | -17.8% |
| 6M | -10.2% | +3.0% | -13.2% | -11.1% |
| YTD | +86.5% | +7.8% | +78.7% | +80.7% |
| 1Y | +89.6% | +5.8% | +83.8% | +85.1% |
| All | +299.6% | +55.3% | +244.3% | +220.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling