+90.2%
GWW vs RBA
+48.1%
+42.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | +5.3% | +2.5% | +2.8% | +4.6% |
| 30D | +12.4% | +11.6% | +0.9% | +9.4% |
| 3M | +13.7% | +1.5% | +12.2% | +13.1% |
| 6M | +18.0% | -6.6% | +24.6% | +19.3% |
| YTD | +44.6% | -6.3% | +50.8% | +45.8% |
| 1Y | +53.1% | -4.0% | +57.1% | +53.4% |
| 3Y | +90.2% | +47.3% | +43.0% | +77.3% |
| All | +90.2% | +48.1% | +42.1% | +77.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling