+10.3%
GLXY vs RMBS
+54.6%
-44.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.9% | -7.9% | -7.5% |
| 7D | +4.5% | +3.5% | +1.1% | +2.6% |
| 30D | +28.8% | -8.6% | +37.4% | +35.4% |
| 3M | -23.0% | -40.3% | +17.3% | -1.1% |
| 6M | +17.0% | -1.0% | +18.0% | +3.7% |
| YTD | +12.5% | -4.6% | +17.1% | +2.4% |
| 1Y | -5.4% | +17.6% | -23.0% | -20.4% |
| All | +10.3% | +54.6% | -44.3% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling