-16.4%
GFS vs RBA
+51.0%
-67.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.3% | +7.5% | +6.6% |
| 7D | -7.8% | +4.3% | -12.1% | -9.1% |
| 30D | -19.7% | +16.3% | -36.0% | -23.7% |
| 3M | -23.1% | +1.3% | -24.4% | -23.8% |
| 6M | -46.4% | -11.1% | -35.3% | -44.9% |
| YTD | +11.0% | -8.5% | +19.5% | +11.8% |
| 1Y | +12.6% | -2.1% | +14.8% | +10.5% |
| 3Y | -24.9% | +44.6% | -69.5% | -36.5% |
| 5Y | -39.1% | +36.8% | -75.9% | -46.9% |
| All | -16.4% | +51.0% | -67.5% | -30.7% |
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