+643.2%
GEV vs RBA
+9.6%
+633.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.0% | +5.1% | +3.8% |
| 7D | +8.1% | -1.1% | +9.2% | +8.4% |
| 30D | -1.9% | -13.2% | +11.3% | +2.7% |
| 3M | +4.1% | -21.4% | +25.4% | +11.2% |
| 6M | +23.2% | -20.9% | +44.1% | +31.0% |
| YTD | +48.9% | -19.9% | +68.7% | +54.0% |
| 1Y | +62.2% | -28.7% | +90.9% | +78.8% |
| All | +643.2% | +9.6% | +633.5% | +615.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling