+415.3%
ASX vs GIS
-30.4%
+445.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -2.6% | +9.0% | +5.4% |
| 7D | -19.9% | +3.6% | -23.5% | -18.6% |
| 30D | -30.9% | +13.9% | -44.8% | -26.8% |
| 3M | -15.1% | +0.3% | -15.4% | -13.4% |
| 6M | -6.5% | +5.0% | -11.4% | -2.2% |
| YTD | +98.4% | -18.4% | +116.8% | +97.9% |
| 1Y | +107.9% | -17.4% | +125.3% | +108.0% |
| 3Y | +325.3% | -36.9% | +362.2% | +309.0% |
| All | +415.3% | -30.4% | +445.7% | +388.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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