+29.8%
GD vs RBRK
+130.3%
-100.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -3.2% | -3.5% | +0.3% | -3.1% |
| 30D | -9.6% | -8.3% | -1.3% | -9.4% |
| 3M | +4.3% | +24.7% | -20.3% | +3.4% |
| 6M | +0.5% | +58.9% | -58.4% | -1.6% |
| YTD | +6.6% | +16.3% | -9.6% | +5.2% |
| 1Y | +11.6% | +10.1% | +1.4% | +10.2% |
| All | +29.8% | +130.3% | -100.5% | +23.3% |
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 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