+39.4%
GM vs RBA
-2.0%
+41.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.6% | +4.1% |
| 7D | +12.1% | +12.7% | -0.6% | +9.1% |
| 30D | +15.2% | +15.5% | -0.3% | +11.4% |
| 3M | +4.9% | -14.0% | +18.9% | +7.9% |
| 6M | +22.6% | -8.8% | +31.4% | +23.9% |
| YTD | +14.4% | -6.9% | +21.3% | +11.1% |
| 1Y | +39.4% | -3.0% | +42.4% | +31.6% |
| All | +39.4% | -2.0% | +41.4% | +31.6% |
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