+486.7%
GS vs RMBS
+512.9%
-26.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.0% | -7.3% | -2.3% |
| 7D | -3.2% | -12.0% | +8.7% | -0.2% |
| 30D | -2.4% | -33.1% | +30.7% | +8.4% |
| 3M | -15.7% | -23.7% | +8.0% | -10.6% |
| 6M | -6.8% | -42.7% | +35.9% | +4.8% |
| YTD | -0.1% | -18.9% | +18.8% | -3.5% |
| 1Y | +12.1% | -30.0% | +42.1% | +12.8% |
| 3Y | +185.8% | +28.8% | +157.0% | +110.6% |
| 5Y | +140.1% | +210.5% | -70.5% | +11.0% |
| All | +486.7% | +512.9% | -26.2% | +88.2% |
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