+159.7%
GILD vs RMBS
+566.4%
-406.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.9% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | +5.8% | -13.9% | +19.7% | +6.7% |
| 3M | +14.9% | -39.8% | +54.7% | +18.3% |
| 6M | -0.4% | -6.0% | +5.7% | -2.1% |
| YTD | +18.5% | -5.4% | +23.9% | +15.7% |
| 1Y | +25.1% | -1.8% | +26.9% | +20.7% |
| 3Y | +105.9% | +53.7% | +52.2% | +81.8% |
| 5Y | +143.0% | +268.5% | -125.5% | +78.0% |
| All | +159.7% | +566.4% | -406.7% | +57.0% |
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