+17.7%
GFS vs RBA
-2.0%
+19.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.1% | -8.0% | -6.1% |
| 7D | -12.5% | +12.7% | -25.2% | -13.7% |
| 30D | -16.9% | +15.5% | -32.5% | -18.4% |
| 3M | -22.3% | -14.0% | -8.2% | -19.6% |
| 6M | -40.2% | -8.8% | -31.4% | -38.8% |
| YTD | +16.0% | -6.9% | +22.9% | +10.9% |
| 1Y | +17.7% | -3.0% | +20.6% | +11.9% |
| All | +17.7% | -2.0% | +19.7% | +11.9% |
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