+476.3%
ASX vs GFI
+304.2%
+172.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.3% | +3.9% | +3.6% |
| 7D | +11.1% | +4.7% | +6.4% | +10.2% |
| 30D | +9.6% | +14.4% | -4.8% | +6.9% |
| 3M | +18.6% | +32.5% | -13.9% | +11.9% |
| 6M | +92.1% | -7.2% | +99.3% | +91.2% |
| YTD | +158.5% | +10.9% | +147.6% | +150.8% |
| 1Y | +271.9% | +35.5% | +236.4% | +250.6% |
| All | +476.3% | +304.2% | +172.0% | +368.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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