+12.1%
GS vs RBA
-3.3%
+15.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.1% |
| 7D | -3.2% | +4.3% | -7.5% | -4.1% |
| 30D | -2.4% | +16.3% | -18.7% | -5.9% |
| 3M | -15.7% | +1.3% | -17.1% | -16.0% |
| 6M | -6.8% | -11.1% | +4.3% | -5.9% |
| YTD | -0.1% | -8.5% | +8.4% | -1.8% |
| 1Y | +12.1% | -2.1% | +14.2% | +6.9% |
| All | +12.1% | -3.3% | +15.4% | +6.9% |
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 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