+50.9%
RBA vs FGI
-70.4%
+121.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | +0.2% |
| 7D | -2.9% | +0.5% | -3.5% | -2.9% |
| 30D | -12.3% | +65.4% | -77.7% | -13.3% |
| 3M | -20.5% | +23.5% | -44.0% | -21.1% |
| 6M | -18.5% | +60.5% | -79.1% | -20.2% |
| YTD | -18.2% | +30.0% | -48.2% | -19.5% |
| 1Y | -27.5% | +82.1% | -109.6% | -30.0% |
| 3Y | +38.1% | -4.4% | +42.5% | +33.9% |
| All | +50.9% | -70.4% | +121.2% | +51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling