-30.0%
RMBS vs FGI
+46.9%
-76.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -0.8% | +7.7% | +7.0% |
| 7D | -12.0% | -7.0% | -5.0% | -11.7% |
| 30D | -33.1% | -4.2% | -28.9% | -33.0% |
| 3M | -23.7% | +55.6% | -79.3% | -27.4% |
| 6M | -42.7% | -3.2% | -39.5% | -43.5% |
| YTD | -18.9% | +29.1% | -48.0% | -23.9% |
| 1Y | -30.0% | +51.0% | -81.0% | -35.2% |
| All | -30.0% | +46.9% | -76.9% | -35.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling