+52.3%
GM vs RBA
-26.5%
+78.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | +1.7% | -2.9% | +4.7% | +2.4% |
| 30D | -1.6% | -12.3% | +10.7% | +1.2% |
| 3M | +5.7% | -20.5% | +26.2% | +10.4% |
| 6M | +12.2% | -18.5% | +30.7% | +15.9% |
| YTD | +8.4% | -18.2% | +26.6% | +10.5% |
| 1Y | +52.3% | -27.5% | +79.8% | +53.5% |
| All | +52.3% | -26.5% | +78.8% | +53.5% |
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