-24.9%
GFS vs RMBS
+28.3%
-53.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.0% | -0.7% | +3.1% |
| 7D | -7.8% | -12.0% | +4.1% | -2.6% |
| 30D | -19.7% | -33.1% | +13.5% | -4.6% |
| 3M | -23.1% | -23.7% | +0.6% | -14.1% |
| 6M | -46.4% | -42.7% | -3.7% | -32.0% |
| YTD | +11.0% | -18.9% | +29.9% | +15.2% |
| 1Y | +12.6% | -30.0% | +42.7% | +23.7% |
| 3Y | -24.9% | +28.8% | -53.8% | -47.7% |
| All | -24.9% | +28.3% | -53.2% | -47.7% |
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