+185.7%
GS vs RBA
+45.3%
+140.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | 0.0% |
| 7D | +0.9% | -2.9% | +3.9% | +1.8% |
| 30D | -1.6% | -12.3% | +10.7% | +2.0% |
| 3M | -4.5% | -20.5% | +16.0% | +0.8% |
| 6M | +20.9% | -18.5% | +39.4% | +26.5% |
| YTD | +19.9% | -18.2% | +38.1% | +25.2% |
| 1Y | +41.4% | -27.5% | +68.9% | +52.7% |
| 3Y | +239.2% | +38.1% | +201.1% | +212.8% |
| All | +185.7% | +45.3% | +140.5% | +148.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling