+199.9%
RBA vs GWRE
+131.0%
+68.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | +0.1% | -13.2% | +13.3% | +2.7% |
| 30D | -2.9% | -18.6% | +15.7% | 0.0% |
| 3M | -20.9% | +18.9% | -39.8% | -24.5% |
| 6M | -17.7% | -11.0% | -6.7% | -17.9% |
| YTD | -18.2% | -29.9% | +11.7% | -14.8% |
| 1Y | -29.1% | -44.3% | +15.3% | -22.6% |
| 3Y | +29.5% | +51.7% | -22.1% | +9.3% |
| 5Y | +40.2% | +15.4% | +24.8% | +23.8% |
| All | +199.9% | +131.0% | +68.9% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling