+97.2%
GD vs RMBS
+250.7%
-153.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 3M | +5.7% | -49.5% | +55.2% | +9.4% |
| 6M | -0.9% | -7.1% | +6.2% | -2.7% |
| YTD | +8.2% | -7.0% | +15.2% | +5.6% |
| 1Y | +13.4% | +13.3% | +0.1% | +8.5% |
| 3Y | +68.5% | +49.2% | +19.2% | +52.6% |
| All | +97.2% | +250.7% | -153.5% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling