+816.6%
GLD vs RMBS
+308.9%
+507.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.2% | -0.9% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | +4.4% | -12.2% | +16.6% | +4.6% |
| 3M | -1.1% | -49.5% | +48.4% | -0.1% |
| 6M | -13.8% | -7.1% | -6.6% | -13.8% |
| YTD | +2.6% | -7.0% | +9.6% | +2.6% |
| 1Y | +24.5% | +13.3% | +11.2% | +24.2% |
| 3Y | +125.8% | +49.2% | +76.6% | +123.9% |
| 5Y | +137.8% | +250.0% | -112.2% | +133.7% |
| 10Y | +221.4% | +495.1% | -273.7% | +214.2% |
| All | +816.6% | +308.9% | +507.7% | +802.5% |
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 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