+105.9%
GILD vs RMBS
+55.3%
+50.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.7% |
| 7D | -4.8% | +1.8% | -6.6% | -4.8% |
| 30D | +5.8% | -13.9% | +19.7% | +5.7% |
| 3M | +14.9% | -39.8% | +54.7% | +15.1% |
| 6M | -0.4% | -6.0% | +5.7% | -1.0% |
| YTD | +18.5% | -5.4% | +23.9% | +17.6% |
| 1Y | +25.1% | -1.8% | +26.9% | +23.9% |
| 3Y | +105.9% | +53.7% | +52.2% | +100.6% |
| All | +105.9% | +55.3% | +50.6% | +100.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling