+985.8%
ASX vs GPC
+74.9%
+910.9%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | +12.4% | +0.4% | +12.0% | +12.3% |
| 30D | -19.8% | -6.3% | -13.5% | -18.1% |
| 3M | -10.3% | -8.2% | -2.2% | -8.0% |
| 6M | +1.2% | +27.1% | -25.9% | -9.7% |
| YTD | +123.0% | +3.1% | +119.9% | +113.6% |
| 1Y | +145.4% | +0.1% | +145.4% | +137.7% |
| 3Y | +368.6% | +0.2% | +368.4% | +333.1% |
| 5Y | +486.0% | +4.9% | +481.2% | +422.8% |
| All | +985.8% | +74.9% | +910.9% | +640.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling