+465.1%
GIS vs RMBS
+1,337.5%
-872.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.4% | -3.0% |
| 7D | -8.4% | +1.2% | -9.6% | -8.4% |
| 30D | -5.2% | -11.5% | +6.3% | -5.1% |
| 3M | +8.2% | -38.2% | +46.4% | +8.7% |
| 6M | -12.0% | -4.8% | -7.3% | -12.3% |
| YTD | -18.9% | -7.1% | -11.8% | -19.2% |
| 1Y | -23.6% | +10.7% | -34.3% | -24.3% |
| 3Y | -37.6% | +54.5% | -92.1% | -38.9% |
| 5Y | -25.2% | +261.7% | -286.8% | -28.4% |
| 10Y | -19.3% | +551.5% | -570.9% | -24.3% |
| All | +465.1% | +1,337.5% | -872.4% | +371.3% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling