+121.8%
GLDM vs RMBS
+208.7%
-87.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +7.0% | -7.8% | -1.1% |
| 7D | +4.7% | -12.0% | +16.6% | +5.2% |
| 30D | -0.9% | -33.1% | +32.3% | +0.9% |
| 3M | -4.3% | -23.7% | +19.4% | -3.3% |
| 6M | -13.4% | -42.7% | +29.3% | -11.6% |
| YTD | -5.8% | -18.9% | +13.1% | -5.3% |
| 1Y | +2.1% | -30.0% | +32.1% | +2.9% |
| 3Y | +105.0% | +28.8% | +76.2% | +101.8% |
| All | +121.8% | +208.7% | -87.0% | +106.9% |
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