+13.4%
GD vs RBRK
+6.4%
+7.0%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.4% | -1.8% |
| 7D | -5.3% | +0.7% | -5.9% | -5.3% |
| 30D | -6.4% | +10.4% | -16.9% | -6.8% |
| 3M | +5.7% | +21.6% | -15.9% | +4.9% |
| 6M | -0.9% | +70.7% | -71.7% | -3.2% |
| YTD | +8.2% | +22.5% | -14.3% | +5.6% |
| 1Y | +13.4% | +8.2% | +5.2% | +10.9% |
| All | +13.4% | +6.4% | +7.0% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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