+7.1%
GAP vs RBA
+37.7%
-30.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.7% |
| 7D | -3.8% | +4.3% | -8.0% | -5.2% |
| 30D | -9.0% | +16.3% | -25.3% | -14.1% |
| 3M | +5.5% | +1.3% | +4.1% | +4.6% |
| 6M | -11.1% | -11.1% | 0.0% | -8.2% |
| YTD | -13.6% | -8.5% | -5.1% | -12.3% |
| 1Y | -2.9% | -2.1% | -0.7% | -4.0% |
| 3Y | +69.6% | +44.6% | +25.1% | +44.7% |
| All | +7.1% | +37.7% | -30.5% | -6.6% |
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