+365.8%
RBA vs GWRE
+793.8%
-428.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.8% | +5.8% | -0.7% |
| 7D | -1.1% | -25.6% | +24.5% | +3.4% |
| 30D | -13.2% | -12.2% | -1.0% | -11.9% |
| 3M | -21.4% | +17.7% | -39.1% | -24.4% |
| 6M | -20.9% | -11.3% | -9.5% | -20.9% |
| YTD | -19.9% | -25.5% | +5.7% | -17.8% |
| 1Y | -28.7% | -42.8% | +14.2% | -23.4% |
| 3Y | +27.4% | +59.0% | -31.6% | +10.5% |
| 5Y | +41.7% | +21.6% | +20.1% | +26.6% |
| 10Y | +189.6% | +139.2% | +50.4% | +126.7% |
| All | +365.8% | +793.8% | -428.0% | +245.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling