+526.6%
GEV vs RBA
+26.2%
+500.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.7% | +1.7% |
| 7D | +6.2% | -0.5% | +6.8% | +6.4% |
| 30D | -18.4% | +6.8% | -25.3% | -20.1% |
| 3M | -21.2% | +9.5% | -30.7% | -23.7% |
| 6M | -23.6% | -8.2% | -15.4% | -22.6% |
| YTD | +25.5% | -7.7% | +33.3% | +24.0% |
| 1Y | +42.6% | -6.9% | +49.5% | +40.1% |
| All | +526.6% | +26.2% | +500.4% | +476.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling