+614.9%
ASX vs GFS
-2.1%
+617.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.9% | +1.6% | +2.7% |
| 7D | +11.1% | +4.5% | +6.6% | +8.9% |
| 30D | +9.6% | -8.2% | +17.8% | +13.8% |
| 3M | +18.6% | -38.9% | +57.5% | +48.1% |
| 6M | +92.1% | -2.9% | +95.0% | +97.2% |
| YTD | +158.5% | +31.8% | +126.7% | +132.5% |
| 1Y | +271.9% | +43.1% | +228.8% | +221.7% |
| 3Y | +465.2% | -20.6% | +485.9% | +492.0% |
| All | +614.9% | -2.1% | +617.0% | +646.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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