+22.1%
GFI vs RBA
-27.6%
+49.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -2.1% |
| 7D | -4.9% | +0.1% | -4.9% | -4.9% |
| 30D | +10.7% | -2.9% | +13.7% | +11.4% |
| 3M | +25.6% | -20.9% | +46.5% | +29.4% |
| 6M | -8.3% | -17.7% | +9.4% | -7.5% |
| YTD | +6.3% | -18.2% | +24.5% | +7.8% |
| 1Y | +22.1% | -29.1% | +51.2% | +40.9% |
| All | +22.1% | -27.6% | +49.7% | +40.9% |
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