+0.7%
GPC vs RBA
-4.5%
+5.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | -4.5% | +9.0% | -13.5% | -6.2% |
| 3M | -7.7% | +7.2% | -14.8% | -9.1% |
| 6M | +24.3% | -7.8% | +32.1% | +26.2% |
| YTD | +3.5% | -6.4% | +9.8% | +0.3% |
| 1Y | +0.7% | -4.2% | +4.9% | -3.8% |
| All | +0.7% | -4.5% | +5.2% | -3.8% |
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