+33.7%
GAP vs RBA
+182.6%
-148.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.7% |
| 7D | +1.7% | -1.1% | +2.8% | +2.2% |
| 30D | +9.3% | -13.2% | +22.5% | +16.4% |
| 3M | +6.1% | -21.4% | +27.5% | +16.9% |
| 6M | -2.3% | -20.9% | +18.6% | +7.0% |
| YTD | -10.6% | -19.9% | +9.3% | -3.1% |
| 1Y | -4.4% | -28.7% | +24.2% | +9.2% |
| 3Y | +118.3% | +27.4% | +90.9% | +87.0% |
| 5Y | +12.2% | +41.7% | -29.5% | -12.5% |
| 10Y | +33.7% | +189.6% | -155.9% | -34.2% |
| All | +33.7% | +182.6% | -148.8% | -34.2% |
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