-36.9%
GLXY vs RBA
-10.0%
-26.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.6% |
| 7D | +5.3% | +1.7% | +3.5% | +4.6% |
| 30D | -19.8% | +8.3% | -28.1% | -22.9% |
| 3M | -31.4% | +10.5% | -41.9% | -34.9% |
| 6M | -53.3% | -5.9% | -47.5% | -52.6% |
| YTD | -35.7% | -6.9% | -28.8% | -35.9% |
| 1Y | -47.2% | -4.9% | -42.4% | -48.2% |
| All | -36.9% | -10.0% | -26.9% | -36.3% |
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