+252.1%
RMBS vs GGLL
+328.4%
-76.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | +3.0% | +1.9% | +1.1% | +2.2% |
| 30D | -14.4% | -9.7% | -4.7% | -11.7% |
| 3M | -42.8% | -18.0% | -24.8% | -40.2% |
| 6M | -1.4% | +15.3% | -16.6% | -11.5% |
| YTD | -5.4% | +2.2% | -7.6% | -11.6% |
| 1Y | +18.6% | +73.1% | -54.5% | -9.9% |
| 3Y | +57.3% | +242.7% | -185.4% | -11.3% |
| All | +252.1% | +328.4% | -76.3% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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