+2,813.9%
GD vs RBA
+4,058.7%
-1,244.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.3% |
| 7D | -3.9% | +7.3% | -11.2% | -5.3% |
| 30D | +8.1% | +16.9% | -8.9% | +4.6% |
| 3M | -6.8% | -0.5% | -6.3% | -6.9% |
| 6M | +3.0% | -10.4% | +13.4% | +4.6% |
| YTD | +7.8% | -7.2% | +15.0% | +8.3% |
| 1Y | +5.8% | -2.2% | +8.0% | +5.1% |
| 3Y | +55.3% | +43.7% | +11.6% | +41.0% |
| 5Y | +96.7% | +38.7% | +58.0% | +76.4% |
| 10Y | +195.4% | +231.7% | -36.3% | +113.8% |
| All | +2,813.9% | +4,058.7% | -1,244.8% | +1,425.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling