-17.3%
GIS vs RBA
+209.3%
-226.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.1% |
| 7D | -4.6% | +0.6% | -5.2% | -4.6% |
| 30D | +6.6% | +9.0% | -2.4% | +5.8% |
| 3M | -8.1% | +7.2% | -15.3% | -8.7% |
| 6M | +4.9% | -7.8% | +12.7% | +5.3% |
| YTD | -21.4% | -6.4% | -15.0% | -21.3% |
| 1Y | -21.6% | -4.2% | -17.4% | -21.8% |
| 3Y | -39.3% | +64.1% | -103.4% | -42.5% |
| 5Y | -33.2% | +48.4% | -81.6% | -36.5% |
| 10Y | -17.3% | +209.9% | -227.2% | -30.4% |
| All | -17.3% | +209.3% | -226.6% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling