-17.4%
RMBS vs GAP
+10.4%
-27.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +8.0% | -14.0% | -7.7% |
| 7D | -8.9% | +8.0% | -16.9% | -10.6% |
| 30D | -24.8% | +2.7% | -27.5% | -25.3% |
| 3M | -17.6% | +16.0% | -33.6% | -21.2% |
| 6M | -25.7% | +2.0% | -27.7% | -26.2% |
| YTD | -9.8% | -4.4% | -5.4% | -7.2% |
| 1Y | -17.4% | +9.2% | -26.6% | -19.3% |
| All | -17.4% | +10.4% | -27.8% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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