+833.1%
GLW vs RMBS
+554.0%
+279.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.5% | -2.1% |
| 7D | +11.7% | +1.2% | +10.5% | +11.3% |
| 30D | +2.7% | -11.5% | +14.1% | +8.2% |
| 3M | -2.8% | -38.2% | +35.4% | +19.2% |
| 6M | +20.2% | -4.8% | +24.9% | +25.2% |
| YTD | +87.3% | -7.1% | +94.4% | +92.0% |
| 1Y | +119.6% | +10.7% | +108.9% | +107.3% |
| 3Y | +453.7% | +54.5% | +399.2% | +315.1% |
| 5Y | +376.1% | +261.7% | +114.4% | +120.7% |
| All | +833.1% | +554.0% | +279.1% | +201.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling