+233.0%
GM vs ASX
+974.7%
-741.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.3% | +6.1% | +3.8% |
| 7D | -1.1% | +6.5% | -7.5% | -3.2% |
| 30D | -3.4% | +3.1% | -6.5% | -4.8% |
| 3M | +8.7% | +17.4% | -8.7% | +0.4% |
| 6M | +15.4% | +85.4% | -70.0% | -10.4% |
| YTD | +6.6% | +150.1% | -143.5% | -26.3% |
| 1Y | +51.5% | +256.3% | -204.8% | -9.0% |
| 3Y | +169.3% | +446.9% | -277.5% | +29.9% |
| 5Y | +81.6% | +447.1% | -365.5% | -16.0% |
| All | +233.0% | +974.7% | -741.7% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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