+21.7%
GPN vs RBA
-2.0%
+23.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.1% | -4.0% | -2.8% |
| 7D | +15.0% | +12.7% | +2.4% | +9.8% |
| 30D | +16.9% | +15.5% | +1.4% | +10.2% |
| 3M | +9.2% | -14.0% | +23.2% | +16.1% |
| 6M | +34.7% | -8.8% | +43.5% | +38.0% |
| YTD | +25.4% | -6.9% | +32.3% | +25.6% |
| 1Y | +21.7% | -3.0% | +24.7% | +19.5% |
| All | +21.7% | -2.0% | +23.7% | +19.5% |
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