+25.4%
GEN vs RBA
+45.3%
-19.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | -1.2% | -2.9% | +1.7% | -0.3% |
| 30D | +10.1% | -12.3% | +22.4% | +14.4% |
| 3M | +16.1% | -20.5% | +36.6% | +23.4% |
| 6M | +38.9% | -18.5% | +57.4% | +46.1% |
| YTD | +14.4% | -18.2% | +32.7% | +20.2% |
| 1Y | +5.9% | -27.5% | +33.4% | +15.1% |
| 3Y | +58.8% | +38.1% | +20.7% | +44.1% |
| All | +25.4% | +45.3% | -19.9% | +7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling