+33.9%
GD vs RBRK
+184.7%
-150.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.1% |
| 7D | +2.7% | +3.9% | -1.3% | +2.5% |
| 30D | +8.6% | -3.5% | +12.1% | +8.6% |
| 3M | -7.1% | +4.6% | -11.6% | -7.4% |
| 6M | +7.5% | +84.7% | -77.3% | +4.7% |
| YTD | +9.9% | +43.7% | -33.8% | +7.4% |
| 1Y | +7.6% | +55.8% | -48.3% | +4.7% |
| All | +33.9% | +184.7% | -150.8% | +25.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling