+246.5%
GM vs RBA
+479.6%
-233.1%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +1.9% | -2.9% | +4.9% | +3.0% |
| 30D | -1.4% | -12.3% | +10.9% | +3.2% |
| 3M | +5.9% | -20.5% | +26.4% | +14.0% |
| 6M | +12.4% | -18.5% | +30.9% | +19.5% |
| YTD | +8.6% | -18.2% | +26.9% | +14.8% |
| 1Y | +52.6% | -27.5% | +80.1% | +68.2% |
| 3Y | +169.7% | +38.1% | +131.6% | +131.6% |
| 5Y | +87.5% | +44.8% | +42.8% | +53.6% |
| 10Y | +233.0% | +187.1% | +45.8% | +101.3% |
| All | +246.5% | +479.6% | -233.1% | +46.4% |
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 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