-22.8%
GIS vs RBA
+44.6%
-67.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.5% |
| 7D | -8.3% | -1.1% | -7.2% | -8.2% |
| 30D | +2.2% | -13.2% | +15.4% | +2.7% |
| 3M | +15.7% | -21.4% | +37.1% | +16.7% |
| 6M | -12.0% | -20.9% | +8.9% | -11.3% |
| YTD | -15.0% | -19.9% | +4.9% | -14.4% |
| 1Y | -20.1% | -28.7% | +8.6% | -19.2% |
| 3Y | -34.6% | +27.4% | -62.0% | -34.8% |
| 5Y | -22.8% | +41.7% | -64.6% | -22.3% |
| All | -22.8% | +44.6% | -67.5% | -22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling