+25.2%
GFS vs RBA
-5.6%
+30.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.4% |
| 7D | +17.2% | -0.5% | +17.8% | +17.3% |
| 30D | -8.7% | +6.8% | -15.6% | -9.4% |
| 3M | -19.7% | +9.5% | -29.1% | -20.5% |
| 6M | -40.7% | -8.2% | -32.5% | -39.5% |
| YTD | +22.5% | -7.7% | +30.3% | +13.9% |
| 1Y | +25.2% | -6.9% | +32.1% | +16.5% |
| All | +25.2% | -5.6% | +30.8% | +16.5% |
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