+420.3%
GIS vs RBA
+3,565.6%
-3,145.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.5% |
| 7D | -7.8% | -2.9% | -4.9% | -7.6% |
| 30D | +6.6% | -12.3% | +18.9% | +7.6% |
| 3M | +21.0% | -20.5% | +41.5% | +22.9% |
| 6M | -9.1% | -18.5% | +9.5% | -7.9% |
| YTD | -13.6% | -18.2% | +4.6% | -12.6% |
| 1Y | -18.0% | -27.5% | +9.5% | -16.3% |
| 3Y | -33.7% | +38.1% | -71.7% | -35.8% |
| 5Y | -19.4% | +44.8% | -64.2% | -23.0% |
| 10Y | -21.3% | +187.1% | -208.4% | -29.7% |
| All | +420.3% | +3,565.6% | -3,145.2% | +309.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling