+68.9%
RBA vs FGI
-70.6%
+139.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.6% | -1.3% |
| 7D | +4.3% | -7.0% | +11.2% | +4.4% |
| 30D | +16.3% | -4.2% | +20.5% | +16.3% |
| 3M | +1.3% | +55.6% | -54.3% | +0.2% |
| 6M | -11.1% | -3.2% | -7.9% | -11.6% |
| YTD | -8.5% | +29.1% | -37.6% | -9.9% |
| 1Y | -2.1% | +51.0% | -53.1% | -4.3% |
| 3Y | +44.6% | +1.5% | +43.0% | +39.5% |
| All | +68.9% | -70.6% | +139.4% | +69.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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