+70.8%
GD vs RBA
+36.9%
+33.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.3% | -2.9% | -2.3% | -4.8% |
| 30D | -6.4% | -12.3% | +5.9% | -4.6% |
| 3M | +5.7% | -20.5% | +26.2% | +9.0% |
| 6M | -0.9% | -18.5% | +17.6% | +1.5% |
| YTD | +8.2% | -18.2% | +26.4% | +10.7% |
| 1Y | +13.4% | -27.5% | +40.9% | +18.4% |
| All | +70.8% | +36.9% | +33.9% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling