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  • GS vs ASX✓SelectedUSD · ASXGS vs ASX performance historyLatest closeAs of+0.07%09/04
Stock and ETF performance explorer

GS vs ASX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,209.6%
ASX return
+3,515.0%
Excess return
-2,305.5%
Maximum drawdown
-78.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioASXExcessAlpha
1D+0.1%+0.2%-0.1%0.0%
7D+0.9%-0.7%+1.7%+1.1%
30D-1.6%+2.0%-3.6%-2.3%
3M-4.5%-1.3%-3.1%-5.5%
6M+20.9%+71.4%-50.6%+1.9%
YTD+19.9%+135.3%-115.4%-7.8%
1Y+41.4%+267.5%-226.1%-4.5%
3Y+239.2%+388.5%-149.3%+107.6%
5Y+185.0%+417.1%-232.1%+66.9%
10Y+655.0%+872.7%-217.8%+251.5%
All+1,209.6%+3,515.0%-2,305.5%+239.9%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling