+1,049.0%
RMBS vs GAP
+323.1%
+725.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | +3.0% | +1.7% | +1.2% | +2.4% |
| 30D | -14.4% | +9.3% | -23.7% | -17.3% |
| 3M | -42.8% | +6.1% | -48.9% | -44.6% |
| 6M | -1.4% | -2.3% | +0.9% | -2.6% |
| YTD | -5.4% | -10.6% | +5.2% | -4.4% |
| 1Y | +18.6% | -4.4% | +23.0% | +17.5% |
| 3Y | +57.3% | +118.3% | -61.0% | +15.5% |
| 5Y | +265.7% | +12.2% | +253.5% | +201.0% |
| 10Y | +546.0% | +33.7% | +512.3% | +309.3% |
| All | +1,049.0% | +323.1% | +725.9% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling