+216.8%
GLDM vs RMBS
+519.3%
-302.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.7% | -2.6% |
| 7D | +2.9% | -8.4% | +11.3% | +3.2% |
| 30D | -3.9% | -24.9% | +20.9% | -2.8% |
| 3M | -8.1% | -15.8% | +7.6% | -7.6% |
| 6M | -14.7% | -37.5% | +22.8% | -13.4% |
| YTD | -6.6% | -12.1% | +5.5% | -6.6% |
| 1Y | -2.1% | -27.0% | +24.9% | -1.6% |
| 3Y | +107.7% | +28.8% | +78.9% | +102.7% |
| 5Y | +116.5% | +236.2% | -119.7% | +101.8% |
| All | +216.8% | +519.3% | -302.6% | +186.2% |
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