+138.9%
GLD vs RMBS
+260.2%
-121.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.8% |
| 7D | +0.7% | +3.0% | -2.2% | +0.6% |
| 30D | +0.3% | -14.4% | +14.7% | +1.0% |
| 3M | +0.6% | -42.8% | +43.5% | +2.9% |
| 6M | -15.6% | -1.4% | -14.2% | -15.7% |
| YTD | +0.9% | -5.4% | +6.3% | +0.9% |
| 1Y | +19.4% | +18.6% | +0.8% | +18.5% |
| 3Y | +124.5% | +57.3% | +67.2% | +119.0% |
| 5Y | +138.9% | +265.7% | -126.8% | +122.1% |
| All | +138.9% | +260.2% | -121.3% | +122.1% |
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