+105.8%
GLD vs RMBS
+34.6%
+71.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | +2.8% | -8.4% | +11.2% | +3.2% |
| 30D | -4.0% | -24.9% | +20.9% | -2.5% |
| 3M | -8.2% | -15.8% | +7.5% | -7.6% |
| 6M | -14.8% | -37.5% | +22.7% | -13.1% |
| YTD | -6.8% | -12.1% | +5.3% | -6.7% |
| 1Y | -2.4% | -27.0% | +24.6% | -1.8% |
| 3Y | +105.8% | +28.8% | +76.9% | +100.5% |
| All | +105.8% | +34.6% | +71.2% | +100.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling