+1,010.9%
GFI vs RBA
+206.5%
+804.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.8% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | +10.7% | -2.9% | +13.7% | +11.1% |
| 3M | +25.6% | -20.9% | +46.5% | +29.0% |
| 6M | -8.3% | -17.7% | +9.4% | -6.4% |
| YTD | +6.3% | -18.2% | +24.5% | +8.7% |
| 1Y | +22.1% | -29.1% | +51.2% | +27.0% |
| 3Y | +289.2% | +29.5% | +259.7% | +275.6% |
| 5Y | +531.7% | +40.2% | +491.4% | +499.8% |
| All | +1,010.9% | +206.5% | +804.4% | +834.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling