+197.7%
GS vs RMBS
+29.7%
+168.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +1.6% | -8.4% | +10.0% | +3.1% |
| 30D | +1.7% | -24.9% | +26.5% | +7.3% |
| 3M | -11.6% | -15.8% | +4.2% | -9.4% |
| 6M | -1.9% | -37.5% | +35.6% | +5.2% |
| YTD | +5.1% | -12.1% | +17.2% | +0.8% |
| 1Y | +16.4% | -27.0% | +43.4% | +16.2% |
| All | +197.7% | +29.7% | +168.0% | +134.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling