-34.7%
GFS vs RMBS
+208.7%
-243.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.0% | -0.7% | +2.8% |
| 7D | -7.8% | -12.0% | +4.1% | -2.0% |
| 30D | -19.7% | -33.1% | +13.5% | -2.7% |
| 3M | -23.1% | -23.7% | +0.6% | -13.2% |
| 6M | -46.4% | -42.7% | -3.7% | -30.3% |
| YTD | +11.0% | -18.9% | +29.9% | +13.4% |
| 1Y | +12.6% | -30.0% | +42.7% | +23.0% |
| 3Y | -24.9% | +28.8% | -53.8% | -49.9% |
| All | -34.7% | +208.7% | -243.4% | -81.5% |
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