-43.8%
GPN vs RMBS
+265.4%
-309.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.6% |
| 7D | -4.6% | +1.8% | -6.4% | -4.9% |
| 30D | -0.3% | -13.9% | +13.6% | +1.7% |
| 3M | +35.4% | -39.8% | +75.2% | +44.5% |
| 6M | +21.7% | -6.0% | +27.7% | +16.8% |
| YTD | +14.9% | -5.4% | +20.2% | +8.9% |
| 1Y | +3.2% | -1.8% | +5.0% | -4.8% |
| 3Y | -27.1% | +53.7% | -80.8% | -43.3% |
| All | -43.8% | +265.4% | -309.2% | -66.9% |
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