+4.0%
GPC vs RBA
-4.2%
+8.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.8% |
| 7D | +0.8% | +2.5% | -1.7% | +0.3% |
| 30D | -1.1% | +11.6% | -12.6% | -3.2% |
| 3M | -6.6% | +1.5% | -8.1% | -7.1% |
| 6M | +22.2% | -6.6% | +28.9% | +23.9% |
| YTD | +5.1% | -6.3% | +11.3% | +1.9% |
| All | +4.0% | -4.2% | +8.2% | -0.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling