+26.1%
GH vs RMBS
+267.8%
-241.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.9% |
| 7D | -0.2% | +3.5% | -3.6% | -1.2% |
| 30D | -2.6% | -8.6% | +5.9% | -0.2% |
| 3M | +25.1% | -40.3% | +65.4% | +42.7% |
| 6M | +78.5% | -1.0% | +79.5% | +66.9% |
| YTD | +59.4% | -4.6% | +64.0% | +47.1% |
| 1Y | +173.9% | +17.6% | +156.3% | +123.7% |
| 3Y | +382.7% | +58.6% | +324.1% | +200.1% |
| All | +26.1% | +267.8% | -241.7% | -65.3% |
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 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