+190.4%
GD vs RBA
+229.0%
-38.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -3.9% | +7.3% | -11.2% | -5.4% |
| 30D | +8.1% | +16.9% | -8.9% | +4.3% |
| 3M | -6.8% | -0.5% | -6.3% | -6.9% |
| 6M | +3.0% | -10.4% | +13.4% | +4.7% |
| YTD | +7.8% | -7.2% | +15.0% | +8.2% |
| 1Y | +5.8% | -2.2% | +8.0% | +4.9% |
| 3Y | +55.3% | +43.7% | +11.6% | +39.4% |
| 5Y | +96.7% | +38.7% | +58.0% | +74.9% |
| All | +190.4% | +229.0% | -38.6% | +88.1% |
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