+238.0%
RMBS vs FGI
-74.8%
+312.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -25.2% | +22.0% | -2.5% |
| 7D | +10.3% | -14.4% | +24.7% | +10.7% |
| 30D | -10.7% | -11.8% | +1.0% | -10.5% |
| 3M | -17.2% | -46.2% | +29.0% | -16.1% |
| 6M | -39.0% | +5.2% | -44.2% | -40.4% |
| YTD | -10.5% | +10.5% | -21.0% | -13.5% |
| 1Y | -11.0% | +25.5% | -36.5% | -14.1% |
| 3Y | +31.3% | -16.0% | +47.3% | +26.4% |
| All | +238.0% | -74.8% | +312.8% | +246.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling