+142.4%
GILD vs RMBS
+265.4%
-123.0%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -0.8% |
| 7D | -4.8% | +1.8% | -6.6% | -4.9% |
| 30D | +5.8% | -13.9% | +19.7% | +6.0% |
| 3M | +14.9% | -39.8% | +54.7% | +16.0% |
| 6M | -0.4% | -6.0% | +5.7% | -1.3% |
| YTD | +18.5% | -5.4% | +23.9% | +17.1% |
| 1Y | +25.1% | -1.8% | +26.9% | +23.0% |
| 3Y | +105.9% | +53.7% | +52.2% | +94.1% |
| All | +142.4% | +265.4% | -123.0% | +96.9% |
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