+164.9%
GD vs RMBS
+555.1%
-390.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.7% | -1.1% |
| 7D | +1.9% | +21.9% | -20.1% | -0.4% |
| 30D | +9.2% | -13.4% | +22.7% | +10.6% |
| 3M | -7.5% | -15.9% | +8.4% | -6.4% |
| 6M | +5.8% | -34.8% | +40.5% | +8.7% |
| YTD | +9.8% | -7.5% | +17.3% | +4.7% |
| 1Y | +5.8% | -16.9% | +22.6% | +2.2% |
| 3Y | +58.0% | +35.5% | +22.5% | +32.5% |
| 5Y | +100.4% | +254.2% | -153.8% | +23.1% |
| All | +164.9% | +555.1% | -390.2% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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