+177.1%
GH vs RMBS
+11.7%
+165.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.9% | -2.9% | -1.3% |
| 7D | -2.5% | +1.8% | -4.3% | -2.7% |
| 30D | -4.7% | -13.9% | +9.2% | -2.8% |
| 3M | +20.2% | -39.8% | +60.0% | +27.1% |
| 6M | +78.8% | -6.0% | +84.8% | +77.6% |
| YTD | +54.1% | -5.4% | +59.4% | +52.8% |
| 1Y | +177.1% | -1.8% | +178.9% | +169.3% |
| All | +177.1% | +11.7% | +165.4% | +169.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling