-4.6%
GS vs RBA
-11.8%
+7.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.3% |
| 7D | -6.3% | +7.3% | -13.7% | -6.7% |
| 30D | -3.1% | +16.9% | -20.1% | -4.0% |
| 3M | -17.7% | -0.5% | -17.2% | -17.8% |
| 6M | -4.6% | -10.4% | +5.9% | -8.1% |
| All | -4.6% | -11.8% | +7.2% | -8.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling