+654.3%
GS vs RBA
+187.5%
+466.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | -2.9% | +3.9% | +1.9% |
| 30D | -1.6% | -12.3% | +10.7% | +2.7% |
| 3M | -4.5% | -20.5% | +16.0% | +2.0% |
| 6M | +20.9% | -18.5% | +39.4% | +27.8% |
| YTD | +19.9% | -18.2% | +38.1% | +26.3% |
| 1Y | +41.4% | -27.5% | +68.9% | +55.1% |
| 3Y | +239.2% | +38.1% | +201.1% | +197.4% |
| 5Y | +185.0% | +44.8% | +140.2% | +137.4% |
| All | +654.3% | +187.5% | +466.7% | +329.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling