+173.9%
GH vs RBA
-29.1%
+202.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | -2.6% | -13.0% | +10.3% | -0.3% |
| 3M | +25.1% | -23.1% | +48.2% | +27.9% |
| 6M | +78.5% | -22.6% | +101.1% | +81.5% |
| YTD | +59.4% | -20.4% | +79.8% | +65.3% |
| 1Y | +173.9% | -29.6% | +203.4% | +190.5% |
| All | +173.9% | -29.1% | +202.9% | +190.5% |
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