+463.3%
GLW vs RMBS
+55.1%
+408.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +6.9% |
| 7D | +14.0% | +3.0% | +11.1% | +12.8% |
| 30D | +0.4% | -14.4% | +14.8% | +6.9% |
| 3M | -11.3% | -42.8% | +31.5% | +9.9% |
| 6M | +35.1% | -1.4% | +36.5% | +42.1% |
| YTD | +90.5% | -5.4% | +96.0% | +98.6% |
| 1Y | +132.0% | +18.6% | +113.5% | +125.6% |
| 3Y | +463.3% | +57.3% | +406.1% | +390.0% |
| All | +463.3% | +55.1% | +408.2% | +390.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling