-2.7%
GFS vs RMBS
+275.7%
-278.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -1.1% |
| 7D | +2.6% | +3.0% | -0.3% | +1.2% |
| 30D | -16.4% | -14.4% | -2.0% | -9.6% |
| 3M | -41.6% | -42.8% | +1.3% | -23.4% |
| 6M | -3.7% | -1.4% | -2.3% | -6.1% |
| YTD | +29.3% | -5.4% | +34.8% | +24.1% |
| 1Y | +37.1% | +18.6% | +18.6% | +11.9% |
| 3Y | -22.1% | +57.3% | -79.4% | -53.4% |
| All | -2.7% | +275.7% | -278.3% | -73.8% |
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