+443.9%
GH vs RBA
+42.3%
+401.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.2% |
| 7D | -15.6% | +4.3% | -19.9% | -17.0% |
| 30D | -10.4% | +16.3% | -26.7% | -15.7% |
| 3M | -4.3% | +1.3% | -5.6% | -5.0% |
| 6M | +63.5% | -11.1% | +74.6% | +67.4% |
| YTD | +47.7% | -8.5% | +56.2% | +48.1% |
| 1Y | +56.7% | -2.1% | +58.9% | +51.4% |
| 3Y | +443.9% | +44.6% | +399.3% | +343.4% |
| All | +443.9% | +42.3% | +401.6% | +343.4% |
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