+25.5%
GSK vs RBA
-28.4%
+53.9%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.7% | -2.5% |
| 7D | -4.2% | -1.1% | -3.1% | -4.1% |
| 30D | -7.5% | -13.2% | +5.7% | -6.3% |
| 3M | -3.3% | -21.4% | +18.1% | -1.3% |
| 6M | -9.3% | -20.9% | +11.5% | -7.7% |
| YTD | +1.6% | -19.9% | +21.5% | +3.5% |
| 1Y | +25.5% | -28.7% | +54.2% | +33.6% |
| All | +25.5% | -28.4% | +53.9% | +33.6% |
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