+96.7%
GD vs RBA
+48.6%
+48.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -3.9% | +7.3% | -11.2% | -5.0% |
| 30D | +8.1% | +16.9% | -8.9% | +5.4% |
| 3M | -6.8% | -0.5% | -6.3% | -6.9% |
| 6M | +3.0% | -10.4% | +13.4% | +4.1% |
| YTD | +7.8% | -7.2% | +15.0% | +8.1% |
| 1Y | +5.8% | -2.2% | +8.0% | +5.2% |
| 3Y | +55.3% | +43.7% | +11.6% | +45.9% |
| 5Y | +96.7% | +38.7% | +58.0% | +83.8% |
| All | +96.7% | +48.6% | +48.0% | +83.8% |
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