-7.8%
GFS vs RBA
+52.2%
-60.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.1% |
| 7D | +17.2% | -0.5% | +17.8% | +17.4% |
| 30D | -8.7% | +6.8% | -15.6% | -10.8% |
| 3M | -19.7% | +9.5% | -29.1% | -22.3% |
| 6M | -40.7% | -8.2% | -32.5% | -39.7% |
| YTD | +22.5% | -7.7% | +30.3% | +23.1% |
| 1Y | +25.2% | -6.9% | +32.1% | +25.3% |
| 3Y | -17.7% | +61.6% | -79.3% | -32.8% |
| 5Y | -23.5% | +44.7% | -68.2% | -35.3% |
| All | -7.8% | +52.2% | -60.0% | -23.8% |
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