+415.3%
ASX vs GFS
-38.3%
+453.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.2% | +0.2% | +3.4% |
| 7D | -19.9% | -7.8% | -12.1% | -16.0% |
| 30D | -30.9% | -19.7% | -11.2% | -22.5% |
| 3M | -15.1% | -23.1% | +8.0% | -3.3% |
| 6M | -6.5% | -46.4% | +39.9% | +26.4% |
| YTD | +98.4% | +11.0% | +87.4% | +94.5% |
| 1Y | +107.9% | +12.6% | +95.2% | +102.3% |
| 3Y | +325.3% | -24.9% | +350.2% | +366.1% |
| All | +415.3% | -38.3% | +453.6% | +467.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling