+382.5%
GH vs RBA
+205.8%
+176.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.3% |
| 7D | -11.2% | +3.2% | -14.4% | -12.4% |
| 30D | -7.2% | +12.0% | -19.2% | -11.9% |
| 3M | -7.1% | +2.9% | -10.0% | -8.7% |
| 6M | +62.3% | -6.3% | +68.6% | +63.6% |
| YTD | +52.1% | -5.9% | +58.0% | +52.2% |
| 1Y | +58.6% | -3.9% | +62.5% | +56.7% |
| 3Y | +619.9% | +64.9% | +555.0% | +451.4% |
| 5Y | +49.7% | +48.5% | +1.2% | +15.2% |
| All | +382.5% | +205.8% | +176.7% | +136.9% |
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