+8.2%
GD vs RBRK
+62.9%
-54.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.1% | -4.7% | -2.6% |
| 7D | +3.0% | -12.5% | +15.5% | +3.3% |
| 30D | +10.5% | -3.0% | +13.5% | +10.5% |
| 3M | -5.0% | +46.9% | -51.9% | -6.5% |
| 6M | +5.5% | +105.4% | -99.9% | +2.3% |
| YTD | +10.3% | +55.6% | -45.2% | +5.6% |
| 1Y | +8.2% | +63.9% | -55.7% | +4.3% |
| All | +8.2% | +62.9% | -54.7% | +4.3% |
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