+170.8%
RBRK vs GFI
+176.8%
-6.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.6% | -4.4% | +20.0% | +16.2% |
| 7D | +7.0% | -7.0% | +13.9% | +7.9% |
| 30D | -2.0% | +9.6% | -11.6% | -3.3% |
| 3M | +46.9% | +20.8% | +26.1% | +42.6% |
| 6M | +87.5% | -3.2% | +90.7% | +85.7% |
| YTD | +31.0% | +3.9% | +27.1% | +27.5% |
| 1Y | +34.5% | +20.7% | +13.8% | +26.9% |
| All | +170.8% | +176.8% | -6.0% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling