+620.7%
GEV vs RBA
+11.9%
+608.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.3% | -2.9% | +6.2% | +4.3% |
| 30D | -7.5% | -12.3% | +4.8% | -3.4% |
| 3M | -2.2% | -20.5% | +18.4% | +4.4% |
| 6M | +12.1% | -18.5% | +30.6% | +17.9% |
| YTD | +44.4% | -18.2% | +62.6% | +48.4% |
| 1Y | +57.7% | -27.5% | +85.2% | +73.2% |
| All | +620.7% | +11.9% | +608.8% | +589.7% |
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 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