+1.7%
GEN vs RBA
-28.4%
+30.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.0% | -0.8% | -2.2% |
| 7D | -0.7% | -1.1% | +0.4% | -0.4% |
| 30D | +2.6% | -13.2% | +15.9% | +6.7% |
| 3M | +15.8% | -21.4% | +37.1% | +22.5% |
| 6M | +33.1% | -20.9% | +54.0% | +40.3% |
| YTD | +11.3% | -19.9% | +31.2% | +17.6% |
| 1Y | +1.7% | -28.7% | +30.3% | +9.0% |
| All | +1.7% | -28.4% | +30.0% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling