+65.3%
GSK vs RBA
+63.1%
+2.2%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.4% |
| 7D | +1.1% | +1.7% | -0.6% | +0.9% |
| 30D | +6.3% | +8.3% | -2.0% | +5.4% |
| 3M | +1.8% | +10.5% | -8.7% | +0.6% |
| 6M | +1.7% | -5.9% | +7.5% | +2.0% |
| YTD | +6.5% | -6.9% | +13.4% | +6.7% |
| 1Y | +9.5% | -4.9% | +14.3% | +9.3% |
| 3Y | +65.3% | +64.5% | +0.8% | +51.7% |
| All | +65.3% | +63.1% | +2.2% | +51.7% |
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