+388.8%
GH vs RMBS
+737.1%
-348.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.7% |
| 7D | -2.5% | +1.8% | -4.3% | -3.1% |
| 30D | -4.7% | -13.9% | +9.2% | +0.3% |
| 3M | +20.2% | -39.8% | +60.0% | +40.4% |
| 6M | +78.8% | -6.0% | +84.8% | +68.3% |
| YTD | +54.1% | -5.4% | +59.4% | +40.2% |
| 1Y | +177.1% | -1.8% | +178.9% | +138.6% |
| 3Y | +371.6% | +53.7% | +318.0% | +182.4% |
| 5Y | +21.9% | +268.5% | -246.6% | -59.7% |
| All | +388.8% | +737.1% | -348.3% | -9.3% |
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