+496.2%
ASX vs GFS
-13.5%
+509.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.9% | +3.7% | +6.3% |
| 7D | -12.3% | -3.1% | -9.1% | -10.2% |
| 30D | -26.0% | -16.0% | -10.0% | -18.9% |
| 3M | -8.1% | -24.7% | +16.6% | +5.4% |
| 6M | +1.4% | -45.1% | +46.5% | +34.4% |
| YTD | +115.6% | +16.5% | +99.1% | +107.5% |
| 1Y | +128.0% | +19.3% | +108.7% | +117.2% |
| 3Y | +371.4% | -20.0% | +391.4% | +403.0% |
| 5Y | +469.4% | -32.0% | +501.4% | +520.7% |
| All | +496.2% | -13.5% | +509.7% | +566.2% |
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