+5.8%
GLXY vs RMBS
+50.5%
-44.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.4% | -2.7% |
| 7D | -8.9% | +1.2% | -10.1% | -9.5% |
| 30D | +19.9% | -11.5% | +31.4% | +28.1% |
| 3M | -20.0% | -38.2% | +18.2% | +1.2% |
| 6M | +10.5% | -4.8% | +15.3% | +0.1% |
| YTD | +7.9% | -7.1% | +15.0% | -0.3% |
| 1Y | -7.5% | +10.7% | -18.2% | -20.1% |
| All | +5.8% | +50.5% | -44.7% | -21.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling