+7.4%
GPN vs RBA
-26.5%
+34.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +0.8% | -2.9% | +3.7% | +2.0% |
| 30D | +5.8% | -12.3% | +18.1% | +11.8% |
| 3M | +37.0% | -20.5% | +57.5% | +49.3% |
| 6M | +20.1% | -18.5% | +38.7% | +28.6% |
| YTD | +20.4% | -18.2% | +38.6% | +27.8% |
| 1Y | +7.4% | -27.5% | +34.9% | +17.2% |
| All | +7.4% | -26.5% | +34.0% | +17.2% |
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 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