+562.0%
GLW vs RMBS
+579.1%
-17.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +5.0% |
| 7D | +1.4% | +3.0% | -1.5% | +0.4% |
| 30D | -18.2% | -15.5% | -2.7% | -12.0% |
| 3M | -24.2% | -11.5% | -12.7% | -19.8% |
| 6M | -41.7% | -36.5% | -5.2% | -28.7% |
| YTD | +38.3% | -7.1% | +45.4% | +42.3% |
| 1Y | +38.2% | -18.7% | +56.8% | +49.0% |
| 3Y | +363.4% | +36.2% | +327.2% | +271.9% |
| 5Y | +254.6% | +252.0% | +2.6% | +65.6% |
| 10Y | +562.0% | +561.2% | +0.8% | +100.6% |
| All | +562.0% | +579.1% | -17.1% | +100.6% |
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