+43.9%
GEV vs RBA
-30.1%
+74.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.0% | -1.9% | -2.8% |
| 7D | -1.9% | -3.3% | +1.4% | -1.6% |
| 30D | -8.7% | -9.8% | +1.1% | -7.7% |
| 3M | +6.6% | -23.5% | +30.1% | +9.2% |
| 6M | +10.2% | -21.5% | +31.7% | +11.8% |
| YTD | +41.6% | -21.2% | +62.8% | +38.2% |
| 1Y | +43.9% | -30.2% | +74.1% | +36.1% |
| All | +43.9% | -30.1% | +74.0% | +36.1% |
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 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