+134.2%
RBRK vs GFI
+189.5%
-55.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | -7.5% | -2.7% | -4.8% | -7.1% |
| 30D | -10.4% | +13.2% | -23.7% | -12.0% |
| 3M | +21.3% | +28.5% | -7.2% | +16.8% |
| 6M | +50.6% | -6.2% | +56.8% | +50.1% |
| YTD | +13.3% | +8.7% | +4.6% | +9.7% |
| 1Y | +11.2% | +24.8% | -13.6% | +4.6% |
| All | +134.2% | +189.5% | -55.3% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling