+18.6%
GLXY vs RMBS
+53.2%
-34.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.7% | +1.1% | +1.8% |
| 7D | +15.5% | +3.0% | +12.5% | +13.7% |
| 30D | +34.1% | -14.4% | +48.5% | +45.8% |
| 3M | -11.3% | -42.8% | +31.5% | +16.3% |
| 6M | +31.6% | -1.4% | +33.0% | +16.9% |
| YTD | +21.0% | -5.4% | +26.4% | +10.7% |
| 1Y | +11.7% | +18.6% | -6.9% | -6.2% |
| All | +18.6% | +53.2% | -34.6% | -12.3% |
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