-17.4%
GIS vs RBA
-2.0%
-15.4%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.1% | +5.0% |
| 7D | +8.5% | +12.7% | -4.2% | +7.5% |
| 30D | +15.3% | +15.5% | -0.2% | +14.0% |
| 3M | +0.9% | -14.0% | +15.0% | +1.0% |
| 6M | +7.9% | -8.8% | +16.8% | +7.5% |
| YTD | -17.6% | -6.9% | -10.7% | -18.5% |
| 1Y | -17.4% | -3.0% | -14.4% | -19.2% |
| All | -17.4% | -2.0% | -15.4% | -19.2% |
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