+53.7%
RMBS vs GFI
+287.6%
-234.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.2% |
| 7D | +1.8% | -4.9% | +6.6% | +2.9% |
| 30D | -13.9% | +10.7% | -24.6% | -16.0% |
| 3M | -39.8% | +25.6% | -65.4% | -43.3% |
| 6M | -6.0% | -8.3% | +2.2% | -5.6% |
| YTD | -5.4% | +6.3% | -11.7% | -6.7% |
| 1Y | -1.8% | +22.1% | -23.9% | -5.1% |
| 3Y | +53.7% | +289.2% | -235.5% | +28.7% |
| All | +53.7% | +287.6% | -234.0% | +28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling