-6.9%
GLDM vs RMBS
-18.4%
+11.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.4% | +0.4% |
| 7D | -4.6% | +10.3% | -14.9% | -5.5% |
| 30D | -5.5% | -10.7% | +5.3% | -4.7% |
| 3M | -10.9% | -17.2% | +6.3% | -9.8% |
| 6M | -17.3% | -39.0% | +21.7% | -14.4% |
| YTD | -10.2% | -10.5% | +0.4% | -9.9% |
| 1Y | -6.9% | -11.0% | +4.0% | -6.7% |
| All | -6.9% | -18.4% | +11.4% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling