+498.2%
ASX vs GFI
+304.5%
+193.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.7% | +0.7% | -3.3% |
| 7D | +22.1% | -5.4% | +27.5% | +23.1% |
| 30D | -23.8% | -1.5% | -22.2% | -23.7% |
| 3M | -7.6% | -10.2% | +2.5% | -6.5% |
| 6M | +6.9% | -19.3% | +26.2% | +9.3% |
| YTD | +127.7% | -13.7% | +141.4% | +129.7% |
| 1Y | +144.5% | -12.1% | +156.7% | +145.7% |
| 3Y | +377.8% | +208.4% | +169.4% | +305.6% |
| 5Y | +498.2% | +301.4% | +196.8% | +382.9% |
| All | +498.2% | +304.5% | +193.7% | +382.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling