+357.5%
GH vs RBA
+32.9%
+324.6%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.1% | -2.9% | +2.9% | +1.1% |
| 30D | -1.1% | -12.3% | +11.2% | +4.2% |
| 3M | +21.3% | -20.5% | +41.8% | +30.3% |
| 6M | +73.5% | -18.5% | +92.1% | +83.7% |
| YTD | +58.0% | -18.2% | +76.3% | +66.2% |
| 1Y | +163.1% | -27.5% | +190.6% | +194.1% |
| All | +357.5% | +32.9% | +324.6% | +275.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling