+845.4%
GPC vs RBA
+3,565.6%
-2,720.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | +1.2% | -2.9% | +4.1% | +1.9% |
| 30D | +6.0% | -12.3% | +18.3% | +8.9% |
| 3M | +42.6% | -20.5% | +63.2% | +49.4% |
| 6M | +22.8% | -18.5% | +41.3% | +27.7% |
| YTD | +15.5% | -18.2% | +33.7% | +19.6% |
| 1Y | +2.0% | -27.5% | +29.6% | +8.4% |
| 3Y | -1.4% | +38.1% | -39.5% | -9.8% |
| 5Y | +30.6% | +44.8% | -14.2% | +16.0% |
| 10Y | +80.6% | +187.1% | -106.5% | +34.6% |
| All | +845.4% | +3,565.6% | -2,720.2% | +402.2% |
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 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