+424.5%
GE vs RMBS
+267.8%
+156.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.7% | -3.0% |
| 7D | -1.2% | +3.5% | -4.7% | -1.9% |
| 30D | -11.3% | -8.6% | -2.7% | -9.9% |
| 3M | -1.4% | -40.3% | +38.9% | +7.8% |
| 6M | +1.2% | -1.0% | +2.2% | -3.6% |
| YTD | +5.9% | -4.6% | +10.5% | +0.1% |
| 1Y | +18.4% | +17.6% | +0.8% | +4.3% |
| 3Y | +271.0% | +58.6% | +212.3% | +180.8% |
| All | +424.5% | +267.8% | +156.7% | +181.5% |
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