+1,388.0%
GLW vs RMBS
+1,339.3%
+48.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.3% | +4.4% | +5.4% |
| 7D | +3.8% | -0.3% | +4.1% | +3.9% |
| 30D | -1.3% | -12.2% | +10.8% | +1.8% |
| 3M | -21.8% | -49.5% | +27.7% | -8.0% |
| 6M | +6.9% | -7.1% | +14.0% | +10.1% |
| YTD | +77.2% | -7.0% | +84.2% | +80.1% |
| 1Y | +123.2% | +13.3% | +109.9% | +115.8% |
| 3Y | +400.0% | +49.2% | +350.7% | +335.4% |
| 5Y | +342.8% | +250.0% | +92.8% | +215.9% |
| 10Y | +771.4% | +495.1% | +276.3% | +449.1% |
| All | +1,388.0% | +1,339.3% | +48.6% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling