+46.2%
RBRK vs GFI
+5.1%
+41.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +2.9% | -14.1% | -11.4% |
| 7D | -20.9% | +7.7% | -28.6% | -21.5% |
| 30D | -15.9% | +4.6% | -20.5% | -16.4% |
| 3M | +24.7% | +3.8% | +20.9% | +23.3% |
| 6M | +85.1% | -7.3% | +92.4% | +84.2% |
| YTD | +38.3% | -8.8% | +47.1% | +32.0% |
| 1Y | +46.2% | +4.3% | +41.8% | +33.1% |
| All | +46.2% | +5.1% | +41.1% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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