+152.0%
GE vs RBA
+207.2%
-55.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | 0.0% |
| 7D | +2.7% | +1.7% | +0.9% | +2.2% |
| 30D | +8.1% | +8.3% | -0.3% | +5.5% |
| 3M | -7.9% | +10.5% | -18.4% | -10.7% |
| 6M | +12.9% | -5.9% | +18.8% | +13.8% |
| YTD | +8.2% | -6.9% | +15.0% | +8.7% |
| 1Y | +9.7% | -4.9% | +14.5% | +9.4% |
| 3Y | +266.1% | +64.5% | +201.7% | +208.0% |
| 5Y | +407.4% | +46.1% | +361.3% | +329.8% |
| All | +152.0% | +207.2% | -55.2% | +49.9% |
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