+29.3%
GD vs RBRK
+130.1%
-100.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -1.0% |
| 7D | -3.1% | +1.9% | -5.0% | -3.2% |
| 30D | -10.9% | -9.3% | -1.7% | -10.7% |
| 3M | +2.5% | +23.8% | -21.3% | +1.6% |
| 6M | -1.7% | +55.4% | -57.0% | -3.7% |
| YTD | +6.1% | +16.1% | -10.0% | +4.7% |
| 1Y | +11.7% | -9.8% | +21.5% | +10.9% |
| All | +29.3% | +130.1% | -100.8% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling