+371.1%
GH vs RBA
+202.6%
+168.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.9% | -3.0% | -2.4% |
| 7D | +0.6% | +1.7% | -1.2% | -0.2% |
| 30D | -6.9% | +8.3% | -15.3% | -10.3% |
| 3M | -4.9% | +10.5% | -15.5% | -9.4% |
| 6M | +54.1% | -5.9% | +59.9% | +54.9% |
| YTD | +48.5% | -6.9% | +55.4% | +49.2% |
| 1Y | +61.2% | -4.9% | +66.0% | +59.8% |
| 3Y | +570.3% | +64.5% | +505.9% | +413.9% |
| 5Y | +46.1% | +46.1% | +0.1% | +13.2% |
| All | +371.1% | +202.6% | +168.5% | +132.3% |
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