+2,600.4%
GPN vs RBA
+3,641.9%
-1,041.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.7% |
| 3M | -2.8% | +10.5% | -13.4% | -6.0% |
| 6M | +38.1% | -5.9% | +43.9% | +39.7% |
| YTD | +19.9% | -6.9% | +26.8% | +21.6% |
| 1Y | +23.4% | -4.9% | +28.3% | +24.3% |
| 3Y | -12.6% | +64.5% | -77.1% | -26.3% |
| 5Y | -26.6% | +46.1% | -72.7% | -37.4% |
| 10Y | +40.4% | +208.2% | -167.8% | -8.5% |
| All | +2,600.4% | +3,641.9% | -1,041.5% | +635.0% |
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