+199.0%
GS vs RBA
+51.9%
+147.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | 0.0% | +0.3% |
| 7D | +1.6% | +3.2% | -1.6% | +0.5% |
| 30D | +1.7% | +12.0% | -10.3% | -2.3% |
| 3M | -11.6% | +2.9% | -14.5% | -12.6% |
| 6M | -1.9% | -6.3% | +4.4% | -1.4% |
| YTD | +5.1% | -5.9% | +11.0% | +4.8% |
| 1Y | +16.4% | -3.9% | +20.3% | +15.0% |
| 3Y | +199.0% | +64.9% | +134.1% | +155.5% |
| All | +199.0% | +51.9% | +147.1% | +155.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling