-47.0%
GPN vs RBA
+39.8%
-86.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.4% |
| 7D | -6.2% | -1.9% | -4.3% | -5.6% |
| 30D | +1.0% | -13.0% | +14.0% | +5.9% |
| 3M | +36.9% | -23.1% | +60.0% | +49.2% |
| 6M | +16.8% | -22.6% | +39.4% | +26.8% |
| YTD | +13.2% | -20.4% | +33.6% | +21.6% |
| 1Y | +1.4% | -29.6% | +31.0% | +13.4% |
| 3Y | -28.6% | +26.6% | -55.2% | -33.8% |
| 5Y | -47.0% | +38.2% | -85.2% | -54.4% |
| All | -47.0% | +39.8% | -86.8% | -54.4% |
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