+9.8%
GAP vs RBA
+45.3%
-35.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | -4.5% | -2.9% | -1.5% | -3.4% |
| 30D | +9.0% | -12.3% | +21.3% | +14.3% |
| 3M | +5.0% | -20.5% | +25.5% | +13.3% |
| 6M | -17.8% | -18.5% | +0.7% | -12.3% |
| YTD | -10.4% | -18.2% | +7.8% | -5.0% |
| 1Y | -3.4% | -27.5% | +24.1% | +7.1% |
| 3Y | +111.5% | +38.1% | +73.4% | +84.7% |
| All | +9.8% | +45.3% | -35.5% | -4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling