+243.0%
GS vs RBA
+36.9%
+206.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | -2.9% | +3.9% | +2.0% |
| 30D | -1.6% | -12.3% | +10.7% | +2.8% |
| 3M | -4.5% | -20.5% | +16.0% | +1.9% |
| 6M | +20.9% | -18.5% | +39.4% | +27.3% |
| YTD | +19.9% | -18.2% | +38.1% | +25.7% |
| 1Y | +41.4% | -27.5% | +68.9% | +55.5% |
| All | +243.0% | +36.9% | +206.1% | +211.5% |
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