+249.2%
ASX vs GFS
+35.0%
+214.1%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.3% | +6.2% |
| 7D | +6.3% | +2.6% | +3.7% | +4.7% |
| 30D | +6.4% | -16.4% | +22.8% | +17.3% |
| 3M | +13.1% | -41.6% | +54.7% | +51.6% |
| 6M | +90.3% | -3.7% | +94.0% | +107.4% |
| YTD | +149.6% | +29.3% | +120.3% | +141.5% |
| 1Y | +249.2% | +37.1% | +212.1% | +239.9% |
| All | +249.2% | +35.0% | +214.1% | +239.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling