+141.0%
GS vs ASX
+414.3%
-273.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -20.8% | +14.4% | -0.6% |
| 7D | -6.3% | -33.3% | +27.0% | +4.2% |
| 30D | -3.1% | -36.5% | +33.3% | +8.7% |
| 3M | -17.7% | -19.2% | +1.5% | -14.2% |
| 6M | -4.6% | -10.2% | +5.7% | -5.8% |
| YTD | +0.3% | +86.5% | -86.1% | -22.0% |
| 1Y | +11.7% | +89.6% | -77.9% | -13.7% |
| 3Y | +183.6% | +298.6% | -115.0% | +64.8% |
| 5Y | +141.0% | +414.3% | -273.3% | +24.8% |
| All | +141.0% | +414.3% | -273.3% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling