+863.6%
GLW vs RMBS
+571.6%
+292.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.1% |
| 7D | +16.9% | +3.5% | +13.4% | +15.3% |
| 30D | +7.0% | -8.6% | +15.6% | +11.2% |
| 3M | -3.0% | -40.3% | +37.3% | +20.5% |
| 6M | +31.0% | -1.0% | +32.0% | +34.4% |
| YTD | +93.4% | -4.6% | +98.0% | +96.1% |
| 1Y | +134.7% | +17.6% | +117.2% | +116.5% |
| 3Y | +471.8% | +58.6% | +413.2% | +324.0% |
| 5Y | +394.5% | +270.9% | +123.5% | +126.8% |
| All | +863.6% | +571.6% | +292.0% | +207.8% |
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