+5.0%
GPC vs RBA
+37.7%
-32.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -1.0% |
| 7D | +1.6% | +4.3% | -2.7% | +0.6% |
| 30D | -2.1% | +16.3% | -18.4% | -5.5% |
| 3M | -6.8% | +1.3% | -8.1% | -7.3% |
| 6M | +18.6% | -11.1% | +29.7% | +21.2% |
| YTD | +2.7% | -8.5% | +11.1% | +3.6% |
| 1Y | +1.8% | -2.1% | +3.9% | +1.0% |
| 3Y | +1.1% | +44.6% | -43.5% | -8.5% |
| All | +5.0% | +37.7% | -32.7% | -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 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