+46.0%
GFI vs RBA
-26.5%
+72.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.3% | -1.9% | -1.7% |
| 7D | +3.1% | -2.9% | +6.1% | +3.8% |
| 30D | +27.1% | -12.3% | +39.4% | +31.1% |
| 3M | +21.2% | -20.5% | +41.7% | +24.7% |
| 6M | -4.5% | -18.5% | +14.0% | -3.3% |
| YTD | +11.7% | -18.2% | +30.0% | +13.4% |
| 1Y | +46.0% | -27.5% | +73.6% | +60.0% |
| All | +46.0% | -26.5% | +72.6% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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