-10.3%
GFS vs RBA
+53.7%
-63.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.0% |
| 7D | +7.4% | +1.7% | +5.6% | +6.8% |
| 30D | -15.3% | +8.3% | -23.6% | -17.6% |
| 3M | -21.1% | +10.5% | -31.6% | -24.0% |
| 6M | -44.5% | -5.9% | -38.6% | -44.1% |
| YTD | +19.2% | -6.9% | +26.1% | +19.4% |
| 1Y | +27.2% | -4.9% | +32.1% | +26.4% |
| 3Y | -20.1% | +64.5% | -84.6% | -35.2% |
| 5Y | -25.6% | +46.1% | -71.7% | -37.2% |
| All | -10.3% | +53.7% | -63.9% | -26.0% |
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 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