+134.2%
RBRK vs GFI
+183.1%
-48.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.3% | -1.3% | -2.4% |
| 7D | -7.5% | -4.9% | -2.6% | -6.8% |
| 30D | -10.4% | +10.7% | -21.1% | -11.7% |
| 3M | +21.3% | +25.6% | -4.4% | +17.2% |
| 6M | +50.6% | -8.3% | +58.9% | +50.6% |
| YTD | +13.3% | +6.3% | +7.0% | +10.0% |
| 1Y | +11.2% | +22.1% | -10.8% | +5.0% |
| All | +134.2% | +183.1% | -48.9% | +86.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling