+558.9%
RMBS vs GFI
+1,093.3%
-534.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +1.8% |
| 7D | +1.8% | -2.7% | +4.5% | +2.1% |
| 30D | -13.9% | +13.2% | -27.1% | -15.3% |
| 3M | -39.8% | +28.5% | -68.3% | -41.8% |
| 6M | -6.0% | -6.2% | +0.2% | -5.8% |
| YTD | -5.4% | +8.7% | -14.1% | -6.5% |
| 1Y | -1.8% | +24.8% | -26.7% | -4.4% |
| 3Y | +53.7% | +298.0% | -244.4% | +33.2% |
| 5Y | +268.5% | +546.0% | -277.5% | +204.6% |
| All | +558.9% | +1,093.3% | -534.5% | +443.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling