+13.1%
GSK vs RBA
-2.0%
+15.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +2.1% | +3.0% | +4.8% |
| 7D | +4.9% | +12.7% | -7.7% | +3.8% |
| 30D | +9.9% | +15.5% | -5.7% | +8.3% |
| 3M | +0.2% | -14.0% | +14.2% | +1.2% |
| 6M | +2.3% | -8.8% | +11.1% | +2.9% |
| YTD | +7.1% | -6.9% | +14.0% | +7.4% |
| 1Y | +13.1% | -3.0% | +16.1% | +13.2% |
| All | +13.1% | -2.0% | +15.1% | +13.2% |
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