+362.7%
GLW vs RMBS
+37.1%
+325.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +5.7% | +1.7% | +4.9% |
| 7D | +1.4% | +3.0% | -1.5% | +0.3% |
| 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% | -29.1% |
| YTD | +38.3% | -7.1% | +45.4% | +45.7% |
| 1Y | +38.2% | -18.7% | +56.8% | +51.3% |
| All | +362.7% | +37.1% | +325.6% | +303.9% |
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 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