+41.9%
GM vs RBA
+46.2%
-4.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -2.5% |
| 7D | -3.4% | -0.5% | -2.9% | -3.2% |
| 30D | +2.7% | +6.8% | -4.2% | +0.5% |
| 3M | -0.4% | +9.5% | -9.8% | -3.5% |
| 6M | +13.3% | -8.2% | +21.5% | +15.4% |
| YTD | +6.8% | -7.7% | +14.5% | +7.7% |
| 1Y | +21.1% | -6.9% | +28.0% | +21.7% |
| 3Y | +231.0% | +61.6% | +169.4% | +174.2% |
| 5Y | +41.9% | +44.7% | -2.8% | +25.1% |
| All | +41.9% | +46.2% | -4.3% | +25.1% |
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