+35.8%
GFS vs RBA
-26.5%
+62.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.5% |
| 7D | +1.0% | -2.9% | +3.9% | +1.4% |
| 30D | -8.6% | -12.3% | +3.7% | -6.5% |
| 3M | -46.5% | -20.5% | -26.0% | -44.4% |
| 6M | -4.8% | -18.5% | +13.7% | -1.9% |
| YTD | +29.7% | -18.2% | +47.9% | +29.2% |
| 1Y | +35.8% | -27.5% | +63.3% | +33.0% |
| All | +35.8% | -26.5% | +62.4% | +33.0% |
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