+266.8%
RMBS vs GAP
+8.7%
+258.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +1.2% |
| 7D | +1.8% | -4.1% | +5.9% | +2.8% |
| 30D | -13.9% | +6.2% | -20.1% | -15.9% |
| 3M | -39.8% | -0.7% | -39.1% | -40.5% |
| 6M | -6.0% | -7.1% | +1.1% | -5.7% |
| YTD | -5.4% | -14.1% | +8.7% | -3.1% |
| 1Y | -1.8% | -8.5% | +6.7% | -1.4% |
| 3Y | +53.7% | +115.4% | -61.7% | +22.1% |
| All | +266.8% | +8.7% | +258.1% | +193.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling