+1,070.1%
GS vs ASX
+3,515.0%
-2,444.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.9% | +7.5% | +4.6% |
| 7D | +0.3% | -14.6% | +14.9% | +4.5% |
| 30D | +3.9% | -21.1% | +24.9% | +10.0% |
| 3M | -11.4% | -3.1% | -8.4% | -11.8% |
| 6M | +3.7% | +17.4% | -13.7% | -3.7% |
| YTD | +7.1% | +135.3% | -128.2% | -18.4% |
| 1Y | +19.7% | +146.5% | -126.8% | -10.0% |
| 3Y | +202.8% | +403.1% | -200.2% | +82.3% |
| 5Y | +156.7% | +551.7% | -395.0% | +40.3% |
| 10Y | +548.7% | +923.7% | -375.0% | +195.3% |
| All | +1,070.1% | +3,515.0% | -2,444.9% | +200.8% |
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 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