-1.7%
ASX vs GIS
+4.1%
-5.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +6.8% |
| 7D | -12.3% | +0.4% | -12.7% | -11.4% |
| 30D | -26.0% | +10.1% | -36.1% | -17.5% |
| 3M | -8.1% | -3.7% | -4.5% | -7.3% |
| All | -1.7% | +4.1% | -5.8% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling