+4.7%
GAP vs RBA
+209.3%
-204.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.8% |
| 7D | -9.3% | +0.6% | -10.0% | -9.6% |
| 30D | -5.5% | +9.0% | -14.5% | -9.2% |
| 3M | +3.5% | +7.2% | -3.7% | -0.2% |
| 6M | +0.7% | -7.8% | +8.4% | +2.8% |
| YTD | -13.4% | -6.4% | -7.0% | -12.8% |
| 1Y | -7.7% | -4.2% | -3.5% | -8.1% |
| 3Y | +74.4% | +64.1% | +10.4% | +33.3% |
| 5Y | +5.3% | +48.4% | -43.1% | -18.7% |
| 10Y | +4.7% | +209.9% | -205.3% | -50.5% |
| All | +4.7% | +209.3% | -204.7% | -50.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling