+9.2%
GAP vs RBA
-2.0%
+11.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +2.1% | +5.9% | +7.4% |
| 7D | +8.0% | +12.7% | -4.7% | +4.6% |
| 30D | +2.7% | +15.5% | -12.9% | -1.5% |
| 3M | +16.0% | -14.0% | +30.1% | +21.7% |
| 6M | +2.0% | -8.8% | +10.8% | +3.9% |
| YTD | -4.4% | -6.9% | +2.5% | -8.0% |
| 1Y | +9.2% | -3.0% | +12.2% | +1.3% |
| All | +9.2% | -2.0% | +11.2% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling