-0.2%
GAP vs RBA
+204.3%
-204.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.6% |
| 7D | -5.2% | -0.5% | -4.6% | -4.9% |
| 30D | -6.9% | +6.8% | -13.8% | -9.8% |
| 3M | +5.7% | +9.5% | -3.7% | +1.0% |
| 6M | +0.9% | -8.2% | +9.1% | +3.3% |
| YTD | -14.5% | -7.7% | -6.7% | -13.3% |
| 1Y | -12.1% | -6.9% | -5.2% | -11.4% |
| 3Y | +72.2% | +61.6% | +10.5% | +32.4% |
| 5Y | +4.5% | +44.7% | -40.2% | -18.3% |
| All | -0.2% | +204.3% | -204.5% | -52.5% |
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