-23.6%
GIS vs RBA
-30.1%
+6.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -3.0% |
| 7D | -8.4% | -3.3% | -5.1% | -8.3% |
| 30D | -5.2% | -9.8% | +4.6% | -4.8% |
| 3M | +8.2% | -23.5% | +31.6% | +9.4% |
| 6M | -12.0% | -21.5% | +9.5% | -11.2% |
| YTD | -18.9% | -21.2% | +2.3% | -18.5% |
| 1Y | -23.6% | -30.2% | +6.6% | -21.9% |
| All | -23.6% | -30.1% | +6.5% | -21.9% |
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