+478.5%
GS vs RMBS
+571.2%
-92.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +8.3% | -3.7% | +2.3% |
| 7D | +0.8% | -3.9% | +4.7% | +1.5% |
| 30D | +1.2% | -24.9% | +26.1% | +8.7% |
| 3M | -12.4% | -20.5% | +8.1% | -8.1% |
| 6M | -2.3% | -37.5% | +35.2% | +7.1% |
| YTD | +4.6% | -12.1% | +16.7% | -1.2% |
| 1Y | +17.5% | -25.0% | +42.5% | +16.0% |
| 3Y | +202.0% | +36.1% | +165.9% | +119.9% |
| 5Y | +152.4% | +236.1% | -83.8% | +14.4% |
| 10Y | +478.5% | +541.3% | -62.8% | +80.8% |
| All | +478.5% | +571.2% | -92.6% | +80.8% |
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 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