-22.8%
GIS vs RMBS
+267.8%
-290.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.5% |
| 7D | -8.6% | +3.5% | -12.1% | -8.4% |
| 30D | -0.5% | -8.6% | +8.1% | -1.0% |
| 3M | +11.9% | -40.3% | +52.2% | +8.6% |
| 6M | -11.6% | -1.0% | -10.6% | -10.7% |
| YTD | -16.3% | -4.6% | -11.7% | -15.4% |
| 1Y | -21.8% | +17.6% | -39.3% | -19.5% |
| 3Y | -35.7% | +58.6% | -94.3% | -31.9% |
| All | -22.8% | +267.8% | -290.7% | -18.2% |
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