+162.4%
GE vs RBA
+236.6%
-74.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.4% | +1.4% | +3.1% |
| 7D | +6.3% | +2.5% | +3.8% | +5.5% |
| 30D | +8.9% | +11.6% | -2.7% | +5.4% |
| 3M | -9.2% | +1.5% | -10.7% | -9.9% |
| 6M | +13.2% | -6.6% | +19.9% | +14.4% |
| YTD | +9.4% | -6.3% | +15.7% | +9.7% |
| 1Y | +9.8% | -4.0% | +13.7% | +9.2% |
| 3Y | +278.2% | +47.3% | +230.9% | +227.5% |
| 5Y | +396.0% | +47.7% | +348.4% | +318.6% |
| 10Y | +162.4% | +224.7% | -62.4% | +54.1% |
| All | +162.4% | +236.6% | -74.2% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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