+53.9%
GD vs RBA
+42.3%
+11.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -5.0% | +4.3% | -9.2% | -5.6% |
| 30D | +8.9% | +16.3% | -7.4% | +6.3% |
| 3M | -8.0% | +1.3% | -9.4% | -8.5% |
| 6M | +2.9% | -11.1% | +14.0% | +4.0% |
| YTD | +7.1% | -8.5% | +15.5% | +7.5% |
| 1Y | +5.9% | -2.1% | +8.1% | +5.1% |
| 3Y | +53.9% | +44.6% | +9.3% | +50.6% |
| All | +53.9% | +42.3% | +11.6% | +50.6% |
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 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