+399.9%
GH vs RMBS
+736.3%
-336.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.9% |
| 7D | -2.1% | +3.0% | -5.0% | -3.1% |
| 30D | -4.5% | -14.4% | +10.0% | +0.6% |
| 3M | +28.9% | -42.8% | +71.7% | +53.1% |
| 6M | +76.5% | -1.4% | +77.9% | +63.0% |
| YTD | +57.6% | -5.4% | +63.0% | +43.5% |
| 1Y | +167.5% | +18.6% | +149.0% | +110.3% |
| 3Y | +377.4% | +57.3% | +320.1% | +181.8% |
| 5Y | +23.8% | +265.7% | -241.9% | -58.9% |
| All | +399.9% | +736.3% | -336.3% | -7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling