+11.0%
GS vs RBA
-5.6%
+16.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -1.1% |
| 7D | +5.1% | -0.5% | +5.7% | +5.3% |
| 30D | +2.4% | +6.8% | -4.4% | +0.9% |
| 3M | -11.5% | +9.5% | -20.9% | -13.4% |
| 6M | -2.5% | -8.2% | +5.7% | -2.9% |
| YTD | +5.5% | -7.7% | +13.2% | +1.9% |
| 1Y | +11.0% | -6.9% | +17.9% | +6.7% |
| All | +11.0% | -5.6% | +16.6% | +6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling