+70.8%
GD vs RMBS
+51.0%
+19.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.8% |
| 7D | -5.3% | -0.3% | -4.9% | -5.2% |
| 30D | -6.4% | -12.2% | +5.7% | -6.0% |
| 3M | +5.7% | -49.5% | +55.2% | +8.4% |
| 6M | -0.9% | -7.1% | +6.2% | -2.7% |
| YTD | +8.2% | -7.0% | +15.2% | +5.8% |
| 1Y | +13.4% | +13.3% | +0.1% | +9.2% |
| All | +70.8% | +51.0% | +19.8% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling