+152.0%
GE vs RMBS
+534.0%
-382.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.1% |
| 7D | +2.7% | +10.3% | -7.7% | 0.0% |
| 30D | +8.1% | -10.7% | +18.8% | +10.4% |
| 3M | -7.9% | -17.2% | +9.4% | -4.9% |
| 6M | +12.9% | -39.0% | +51.9% | +22.8% |
| YTD | +8.2% | -10.5% | +18.7% | +0.5% |
| 1Y | +9.7% | -11.0% | +20.7% | +1.4% |
| 3Y | +266.1% | +31.3% | +234.8% | +167.5% |
| 5Y | +407.4% | +242.8% | +164.6% | +128.6% |
| All | +152.0% | +534.0% | -382.0% | -23.2% |
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 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