+71.8%
RBA vs FGI
-74.8%
+146.6%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -25.2% | +26.1% | +1.2% |
| 7D | +1.7% | -14.4% | +16.1% | +1.9% |
| 30D | +8.3% | -11.8% | +20.1% | +8.4% |
| 3M | +10.5% | -46.2% | +56.8% | +11.1% |
| 6M | -5.9% | +5.2% | -11.0% | -6.6% |
| YTD | -6.9% | +10.5% | -17.4% | -8.3% |
| 1Y | -4.9% | +25.5% | -30.4% | -6.8% |
| 3Y | +64.5% | -16.0% | +80.5% | +59.3% |
| All | +71.8% | -74.8% | +146.6% | +72.6% |
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