+281.7%
GDXJ vs RMBS
+52.4%
+229.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.6% | -1.4% | -3.5% |
| 7D | -6.2% | +1.2% | -7.4% | -6.4% |
| 30D | +4.6% | -11.5% | +16.1% | +6.8% |
| 3M | +31.3% | -38.2% | +69.5% | +41.2% |
| 6M | -10.7% | -4.8% | -5.9% | -10.9% |
| YTD | +9.1% | -7.1% | +16.2% | +8.7% |
| 1Y | +44.1% | +10.7% | +33.4% | +39.1% |
| All | +281.7% | +52.4% | +229.3% | +235.2% |
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