+155.6%
GS vs RMBS
+240.2%
-84.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.2% | +3.5% | +1.0% |
| 7D | +5.9% | +10.3% | -4.5% | +3.6% |
| 30D | +4.3% | -10.7% | +15.0% | +6.3% |
| 3M | -11.7% | -17.2% | +5.6% | -9.1% |
| 6M | -3.2% | -39.0% | +35.8% | +4.6% |
| YTD | +5.8% | -10.5% | +16.3% | +1.3% |
| 1Y | +16.0% | -11.0% | +27.0% | +10.9% |
| 3Y | +199.8% | +31.3% | +168.4% | +140.5% |
| All | +155.6% | +240.2% | -84.6% | +44.2% |
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 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