-22.5%
GIS vs RBA
-5.8%
-16.7%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +6.0% |
| 3M | -10.1% | +10.5% | -20.7% | -11.0% |
| 6M | +5.9% | -5.9% | +11.7% | +5.5% |
| YTD | -21.1% | -6.9% | -14.2% | -21.7% |
| 1Y | -22.5% | -4.9% | -17.6% | -23.5% |
| All | -22.5% | -5.8% | -16.7% | -23.5% |
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