+486.7%
GS vs RBA
+224.6%
+262.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.1% |
| 7D | -3.2% | +4.3% | -7.5% | -4.6% |
| 30D | -2.4% | +16.3% | -18.7% | -7.4% |
| 3M | -15.7% | +1.3% | -17.1% | -16.5% |
| 6M | -6.8% | -11.1% | +4.3% | -4.4% |
| YTD | -0.1% | -8.5% | +8.4% | +1.2% |
| 1Y | +12.1% | -2.1% | +14.2% | +10.8% |
| 3Y | +185.8% | +44.6% | +141.2% | +146.4% |
| 5Y | +140.1% | +36.8% | +103.3% | +105.8% |
| All | +486.7% | +224.6% | +262.1% | +215.5% |
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 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