+29.5%
RBA vs GWRE
+50.1%
-20.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | +0.1% | -13.2% | +13.3% | +1.7% |
| 30D | -2.9% | -18.6% | +15.7% | -1.1% |
| 3M | -20.9% | +18.9% | -39.8% | -23.1% |
| 6M | -17.7% | -11.0% | -6.7% | -17.5% |
| YTD | -18.2% | -29.9% | +11.7% | -16.1% |
| 1Y | -29.1% | -44.3% | +15.3% | -25.1% |
| 3Y | +29.5% | +51.7% | -22.1% | +12.4% |
| All | +29.5% | +50.1% | -20.6% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling