+752.0%
GPC vs RBA
+4,058.7%
-3,306.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.7% | +7.3% | -5.7% | +0.1% |
| 30D | -2.3% | +16.9% | -19.2% | -5.7% |
| 3M | -4.5% | -0.5% | -4.0% | -4.6% |
| 6M | +21.6% | -10.4% | +32.0% | +23.9% |
| YTD | +4.0% | -7.2% | +11.3% | +4.7% |
| 1Y | +3.5% | -2.2% | +5.8% | +2.9% |
| 3Y | +2.1% | +43.7% | -41.6% | -7.5% |
| 5Y | +5.5% | +38.7% | -33.2% | -5.5% |
| 10Y | +90.7% | +231.7% | -141.0% | +37.7% |
| All | +752.0% | +4,058.7% | -3,306.7% | +339.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling