-17.3%
GIS vs RBA
+207.2%
-224.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.3% |
| 7D | -3.4% | +1.7% | -5.1% | -3.5% |
| 30D | +6.9% | +8.3% | -1.5% | +6.1% |
| 3M | -10.1% | +10.5% | -20.7% | -11.0% |
| 6M | +5.9% | -5.9% | +11.7% | +6.1% |
| YTD | -21.1% | -6.9% | -14.2% | -21.0% |
| 1Y | -22.5% | -4.9% | -17.6% | -22.6% |
| 3Y | -39.0% | +64.5% | -103.4% | -42.2% |
| 5Y | -33.3% | +46.1% | -79.4% | -36.5% |
| All | -17.3% | +207.2% | -224.4% | -30.3% |
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