+35.1%
RBA vs GWRE
+14.4%
+20.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.7% |
| 7D | -3.3% | -30.9% | +27.7% | +1.9% |
| 30D | -9.8% | -20.7% | +10.9% | -7.2% |
| 3M | -23.5% | +20.2% | -43.6% | -26.5% |
| 6M | -21.5% | -11.9% | -9.7% | -21.4% |
| YTD | -21.2% | -30.3% | +9.1% | -18.2% |
| 1Y | -30.2% | -44.6% | +14.4% | -24.6% |
| 3Y | +25.3% | +48.8% | -23.5% | +6.7% |
| 5Y | +35.1% | +14.8% | +20.3% | +30.3% |
| All | +35.1% | +14.4% | +20.7% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling