+5.8%
GD vs RBA
-3.0%
+8.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -3.9% | +7.3% | -11.2% | -4.9% |
| 30D | +8.1% | +16.9% | -8.9% | +5.5% |
| 3M | -6.8% | -0.5% | -6.3% | -7.1% |
| 6M | +3.0% | -10.4% | +13.4% | +3.3% |
| YTD | +7.8% | -7.2% | +15.0% | +5.7% |
| 1Y | +5.8% | -2.2% | +8.0% | +1.7% |
| All | +5.8% | -3.0% | +8.8% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling