+218.2%
GLD vs RMBS
+557.5%
-339.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | +0.1% | +3.5% | -3.3% | 0.0% |
| 30D | +0.2% | -8.6% | +8.8% | +0.5% |
| 3M | +3.2% | -40.3% | +43.5% | +5.1% |
| 6M | -14.6% | -1.0% | -13.7% | -14.8% |
| YTD | +1.8% | -4.6% | +6.4% | +1.6% |
| 1Y | +20.7% | +17.6% | +3.2% | +19.7% |
| 3Y | +126.5% | +58.6% | +67.9% | +120.8% |
| 5Y | +140.0% | +270.9% | -130.9% | +127.2% |
| 10Y | +218.2% | +569.1% | -350.9% | +194.3% |
| All | +218.2% | +557.5% | -339.3% | +194.3% |
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 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