+36.6%
GH vs RBA
+37.7%
-1.1%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.1% |
| 7D | -15.6% | +4.3% | -19.9% | -17.3% |
| 30D | -10.4% | +16.3% | -26.7% | -16.7% |
| 3M | -4.3% | +1.3% | -5.6% | -5.3% |
| 6M | +63.5% | -11.1% | +74.6% | +68.6% |
| YTD | +47.7% | -8.5% | +56.2% | +49.1% |
| 1Y | +56.7% | -2.1% | +58.9% | +52.1% |
| 3Y | +443.9% | +44.6% | +399.3% | +325.4% |
| All | +36.6% | +37.7% | -1.1% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling