+1,059.0%
RMBS vs GFI
+989.8%
+69.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | +3.5% | +4.7% | -1.2% | +3.2% |
| 30D | -8.6% | +14.4% | -23.0% | -9.3% |
| 3M | -40.3% | +32.5% | -72.8% | -41.4% |
| 6M | -1.0% | -7.2% | +6.2% | -0.8% |
| YTD | -4.6% | +10.9% | -15.5% | -5.3% |
| 1Y | +17.6% | +35.5% | -17.9% | +15.5% |
| 3Y | +58.6% | +312.1% | -253.5% | +46.9% |
| 5Y | +270.9% | +524.6% | -253.7% | +235.2% |
| 10Y | +569.1% | +1,092.7% | -523.7% | +481.7% |
| All | +1,059.0% | +989.8% | +69.2% | +1,141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling