-21.1%
GIS vs RMBS
+566.4%
-587.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.2% |
| 7D | -6.4% | +1.8% | -8.1% | -6.3% |
| 30D | -6.1% | -13.9% | +7.8% | -6.5% |
| 3M | +7.8% | -39.8% | +47.6% | +6.7% |
| 6M | -8.8% | -6.0% | -2.8% | -8.9% |
| YTD | -19.1% | -5.4% | -13.8% | -19.2% |
| 1Y | -24.8% | -1.8% | -22.9% | -24.8% |
| 3Y | -37.6% | +53.7% | -91.2% | -38.1% |
| 5Y | -25.4% | +268.5% | -293.9% | -31.3% |
| All | -21.1% | +566.4% | -587.5% | -33.8% |
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