+3.5%
GPN vs RMBS
+11.7%
-8.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | -4.3% | +1.8% | -6.1% | -4.3% |
| 30D | 0.0% | -13.9% | +13.9% | +0.2% |
| 3M | +35.8% | -39.8% | +75.6% | +37.8% |
| 6M | +22.0% | -6.0% | +28.0% | +18.8% |
| YTD | +15.2% | -5.4% | +20.6% | +13.4% |
| 1Y | +3.5% | -1.8% | +5.3% | +1.4% |
| All | +3.5% | +11.7% | -8.2% | +1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling