-16.8%
GIS vs RBA
+189.2%
-206.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -8.6% | -1.9% | -6.7% | -8.5% |
| 30D | -0.5% | -13.0% | +12.5% | +0.7% |
| 3M | +11.9% | -23.1% | +35.0% | +14.2% |
| 6M | -11.6% | -22.6% | +11.0% | -9.9% |
| YTD | -16.3% | -20.4% | +4.1% | -15.1% |
| 1Y | -21.8% | -29.6% | +7.8% | -19.8% |
| 3Y | -35.7% | +26.6% | -62.2% | -37.6% |
| 5Y | -22.9% | +38.2% | -61.0% | -26.5% |
| 10Y | -16.8% | +194.7% | -211.6% | -30.0% |
| All | -16.8% | +189.2% | -206.0% | -30.0% |
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 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