+987.3%
RMBS vs GAP
+301.3%
+686.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -3.0% |
| 7D | +10.3% | -1.9% | +12.2% | +11.0% |
| 30D | -10.7% | -7.1% | -3.7% | -9.0% |
| 3M | -17.2% | +4.1% | -21.3% | -18.9% |
| 6M | -39.0% | +1.9% | -40.9% | -40.6% |
| YTD | -10.5% | -15.2% | +4.7% | -8.3% |
| 1Y | -11.0% | -10.6% | -0.3% | -10.4% |
| 3Y | +31.3% | +74.6% | -43.2% | +3.3% |
| 5Y | +242.8% | +3.7% | +239.1% | +189.7% |
| 10Y | +536.9% | +2.4% | +534.5% | +341.9% |
| All | +987.3% | +301.3% | +686.1% | +147.4% |
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