+87.2%
GPC vs RBA
+236.6%
-149.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.7% |
| 7D | +0.8% | +2.5% | -1.7% | +0.2% |
| 30D | -1.1% | +11.6% | -12.6% | -4.1% |
| 3M | -6.6% | +1.5% | -8.1% | -7.3% |
| 6M | +22.2% | -6.6% | +28.9% | +23.7% |
| YTD | +5.1% | -6.3% | +11.3% | +5.5% |
| 1Y | +2.8% | -4.0% | +6.8% | +2.5% |
| 3Y | +2.4% | +47.3% | -44.9% | -10.7% |
| 5Y | +7.8% | +47.7% | -39.9% | -8.1% |
| 10Y | +87.2% | +224.7% | -137.5% | +15.2% |
| All | +87.2% | +236.6% | -149.3% | +15.2% |
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