+380.7%
GH vs RBA
+204.3%
+176.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -8.2% | +0.6% | -8.8% | -8.4% |
| 30D | -4.9% | +9.0% | -13.9% | -8.6% |
| 3M | -6.2% | +7.2% | -13.4% | -9.4% |
| 6M | +60.0% | -7.8% | +67.8% | +62.4% |
| YTD | +51.5% | -6.4% | +57.9% | +51.9% |
| 1Y | +58.4% | -4.2% | +62.6% | +56.7% |
| 3Y | +617.2% | +64.1% | +553.2% | +450.5% |
| 5Y | +47.0% | +48.4% | -1.4% | +13.2% |
| All | +380.7% | +204.3% | +176.4% | +136.6% |
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