+401.3%
GH vs RBA
+165.7%
+235.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | +0.1% |
| 7D | -0.1% | -2.9% | +2.9% | +1.2% |
| 30D | -1.1% | -12.3% | +11.2% | +4.5% |
| 3M | +21.3% | -20.5% | +41.8% | +31.7% |
| 6M | +73.5% | -18.5% | +92.1% | +85.9% |
| YTD | +58.0% | -18.2% | +76.3% | +68.5% |
| 1Y | +163.1% | -27.5% | +190.6% | +194.7% |
| 3Y | +361.0% | +38.1% | +323.0% | +282.0% |
| 5Y | +22.5% | +44.8% | -22.3% | -4.5% |
| All | +401.3% | +165.7% | +235.6% | +162.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling