-26.7%
GPN vs RBA
+45.7%
-72.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.9% |
| 7D | -5.6% | +1.7% | -7.4% | -6.1% |
| 30D | +13.6% | +8.3% | +5.3% | +10.4% |
| 3M | -2.8% | +10.5% | -13.4% | -6.4% |
| 6M | +38.1% | -5.9% | +43.9% | +39.9% |
| YTD | +19.9% | -6.9% | +26.8% | +21.7% |
| 1Y | +23.4% | -4.9% | +28.3% | +24.3% |
| 3Y | -12.6% | +64.5% | -77.1% | -25.3% |
| All | -26.7% | +45.7% | -72.4% | -34.9% |
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