+25.3%
GPN vs RMBS
+566.4%
-541.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -4.6% | +1.8% | -6.4% | -5.0% |
| 30D | -0.3% | -13.9% | +13.6% | +2.9% |
| 3M | +35.4% | -39.8% | +75.2% | +49.4% |
| 6M | +21.7% | -6.0% | +27.7% | +14.8% |
| YTD | +14.9% | -5.4% | +20.2% | +6.2% |
| 1Y | +3.2% | -1.8% | +5.0% | -8.2% |
| 3Y | -27.1% | +53.7% | -80.8% | -49.2% |
| 5Y | -44.4% | +268.5% | -312.9% | -75.3% |
| All | +25.3% | +566.4% | -541.1% | -62.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling