+80.5%
GM vs RBA
+39.8%
+40.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.2% |
| 7D | -1.1% | -1.9% | +0.8% | -0.5% |
| 30D | -4.6% | -13.0% | +8.4% | -0.4% |
| 3M | +0.2% | -23.1% | +23.3% | +8.2% |
| 6M | +12.6% | -22.6% | +35.2% | +21.0% |
| YTD | +3.7% | -20.4% | +24.1% | +9.7% |
| 1Y | +45.6% | -29.6% | +75.2% | +60.5% |
| 3Y | +162.0% | +26.6% | +135.4% | +135.8% |
| 5Y | +80.5% | +38.2% | +42.3% | +52.4% |
| All | +80.5% | +39.8% | +40.7% | +52.4% |
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