+1,059.0%
RMBS vs GAP
+303.8%
+755.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.6% | +5.4% | +2.2% |
| 7D | +3.5% | -3.2% | +6.6% | +4.4% |
| 30D | -8.6% | -0.7% | -7.9% | -9.2% |
| 3M | -40.3% | -0.5% | -39.8% | -41.1% |
| 6M | -1.0% | -5.0% | +4.0% | -1.4% |
| YTD | -4.6% | -14.7% | +10.1% | -2.3% |
| 1Y | +17.6% | -8.6% | +26.2% | +18.0% |
| 3Y | +58.6% | +108.4% | -49.7% | +18.0% |
| 5Y | +270.9% | +5.8% | +265.1% | +210.3% |
| 10Y | +569.1% | +29.6% | +539.4% | +327.0% |
| All | +1,059.0% | +303.8% | +755.2% | +163.5% |
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 1990-01-01 to 2026-09-09: 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling