+652.8%
GS vs RMBS
+494.7%
+158.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.3% |
| 7D | +0.9% | -0.3% | +1.3% | +1.0% |
| 30D | -1.6% | -12.2% | +10.6% | +1.8% |
| 3M | -4.5% | -49.5% | +45.1% | +14.0% |
| 6M | +20.9% | -7.1% | +28.0% | +16.2% |
| YTD | +19.9% | -7.0% | +26.9% | +13.0% |
| 1Y | +41.4% | +13.3% | +28.1% | +21.5% |
| 3Y | +239.2% | +49.2% | +189.9% | +140.6% |
| 5Y | +185.0% | +250.0% | -64.9% | +29.8% |
| All | +652.8% | +494.7% | +158.1% | +140.7% |
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