+1,803.6%
GS vs RMBS
+464.1%
+1,339.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | +5.1% | +21.9% | -16.8% | +1.5% |
| 30D | +2.4% | -13.4% | +15.9% | +4.6% |
| 3M | -11.5% | -15.9% | +4.4% | -9.6% |
| 6M | -2.5% | -34.8% | +32.3% | +2.8% |
| YTD | +5.5% | -7.5% | +13.0% | +2.4% |
| 1Y | +11.0% | -16.9% | +27.9% | +9.6% |
| 3Y | +200.1% | +35.5% | +164.5% | +160.3% |
| 5Y | +154.7% | +254.2% | -99.5% | +83.5% |
| 10Y | +450.9% | +558.2% | -107.3% | +254.0% |
| All | +1,803.6% | +464.1% | +1,339.5% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling