+14.6%
GAP vs RBA
+236.6%
-222.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.4% | +1.1% | +2.4% |
| 7D | 0.0% | +2.5% | -2.5% | -1.0% |
| 30D | -4.3% | +11.6% | -15.9% | -9.1% |
| 3M | +9.4% | +1.5% | +7.9% | +8.1% |
| 6M | -3.3% | -6.6% | +3.3% | -1.8% |
| YTD | -10.5% | -6.3% | -4.3% | -10.0% |
| 1Y | -2.4% | -4.0% | +1.6% | -2.9% |
| 3Y | +80.1% | +47.3% | +32.8% | +44.1% |
| 5Y | +6.5% | +47.7% | -41.2% | -17.6% |
| 10Y | +14.6% | +224.7% | -210.1% | -47.8% |
| All | +14.6% | +236.6% | -222.0% | -47.8% |
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