+722.8%
GLD vs RMBS
+308.4%
+414.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.7% | -6.8% | -1.2% |
| 7D | -2.0% | +3.0% | -4.9% | -2.1% |
| 30D | -4.4% | -15.5% | +11.1% | -4.2% |
| 3M | -8.9% | -11.5% | +2.5% | -8.8% |
| 6M | -16.0% | -36.5% | +20.6% | -15.5% |
| YTD | -7.9% | -7.1% | -0.8% | -7.9% |
| 1Y | -3.9% | -18.7% | +14.8% | -3.8% |
| 3Y | +103.4% | +36.2% | +67.3% | +101.7% |
| 5Y | +109.7% | +252.0% | -142.3% | +106.0% |
| 10Y | +211.8% | +561.2% | -349.3% | +204.5% |
| All | +722.8% | +308.4% | +414.4% | +709.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling