+58.6%
GH vs RBA
-3.8%
+62.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -11.2% | +3.2% | -14.4% | -11.7% |
| 30D | -7.2% | +12.0% | -19.2% | -9.3% |
| 3M | -7.1% | +2.9% | -10.0% | -7.6% |
| 6M | +62.3% | -6.3% | +68.6% | +59.0% |
| YTD | +52.1% | -5.9% | +58.0% | +54.5% |
| 1Y | +58.6% | -3.9% | +62.5% | +63.1% |
| All | +58.6% | -3.8% | +62.5% | +63.1% |
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