+305.8%
GFI vs RBA
+26.3%
+279.6%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | -0.2% |
| 7D | +4.7% | -1.9% | +6.6% | +5.2% |
| 30D | +14.4% | -13.0% | +27.4% | +18.4% |
| 3M | +32.5% | -23.1% | +55.6% | +39.6% |
| 6M | -7.2% | -22.6% | +15.4% | -2.5% |
| YTD | +10.9% | -20.4% | +31.2% | +15.7% |
| 1Y | +35.5% | -29.6% | +65.0% | +45.8% |
| All | +305.8% | +26.3% | +279.6% | +273.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling