+31.7%
GD vs RBRK
+142.7%
-110.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 3M | +5.7% | +21.6% | -15.9% | +4.8% |
| 6M | -0.9% | +70.7% | -71.7% | -3.3% |
| YTD | +8.2% | +22.5% | -14.3% | +6.5% |
| 1Y | +13.4% | +8.2% | +5.2% | +11.9% |
| All | +31.7% | +142.7% | -110.9% | +24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling