-11.0%
RMBS vs GGLL
-11.0%
+0.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +10.3% | +7.7% | +2.7% | +8.6% |
| 30D | -10.7% | -30.2% | +19.5% | -4.2% |
| 3M | -17.2% | -31.3% | +14.1% | -11.2% |
| 6M | -39.0% | -52.1% | +13.1% | -27.8% |
| YTD | -10.5% | -25.9% | +15.3% | -13.4% |
| 1Y | -11.0% | -8.5% | -2.5% | -19.0% |
| All | -11.0% | -11.0% | +0.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling