-38.3%
GIS vs RBA
+48.1%
-86.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.4% | -4.2% | -2.0% |
| 7D | +0.4% | +2.5% | -2.1% | +0.2% |
| 30D | +10.1% | +11.6% | -1.5% | +9.1% |
| 3M | -3.7% | +1.5% | -5.2% | -4.0% |
| 6M | +4.3% | -6.6% | +10.9% | +4.3% |
| YTD | -19.8% | -6.3% | -13.6% | -20.0% |
| 1Y | -20.5% | -4.0% | -16.5% | -20.8% |
| 3Y | -38.3% | +47.3% | -85.6% | -39.4% |
| All | -38.3% | +48.1% | -86.4% | -39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling