+368.6%
ASX vs GFS
-19.0%
+387.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.6% |
| 7D | +12.4% | +7.4% | +5.0% | +8.4% |
| 30D | -19.8% | -15.3% | -4.5% | -11.4% |
| 3M | -10.3% | -21.1% | +10.8% | +2.2% |
| 6M | +1.2% | -44.5% | +45.7% | +37.0% |
| YTD | +123.0% | +19.2% | +103.8% | +115.0% |
| 1Y | +145.4% | +27.2% | +118.2% | +130.1% |
| 3Y | +368.6% | -20.1% | +388.8% | +407.3% |
| All | +368.6% | -19.0% | +387.7% | +407.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling