+72.4%
GPC vs RBA
+207.2%
-134.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | +0.4% | +1.7% | -1.3% | 0.0% |
| 30D | -6.3% | +8.3% | -14.6% | -8.4% |
| 3M | -8.2% | +10.5% | -18.7% | -10.8% |
| 6M | +27.1% | -5.9% | +33.0% | +28.3% |
| YTD | +3.1% | -6.9% | +10.0% | +3.7% |
| 1Y | +0.1% | -4.9% | +4.9% | 0.0% |
| 3Y | +0.2% | +64.5% | -64.2% | -14.9% |
| 5Y | +4.9% | +46.1% | -41.2% | -10.3% |
| All | +72.4% | +207.2% | -134.8% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling