+49.4%
RMBS vs GGLL
+245.5%
-196.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.7% | +2.2% |
| 7D | -0.3% | -4.8% | +4.4% | +1.4% |
| 30D | -12.2% | -13.7% | +1.5% | -7.6% |
| 3M | -49.5% | -21.9% | -27.7% | -45.8% |
| 6M | -7.1% | +11.7% | -18.8% | -17.1% |
| YTD | -7.0% | +2.3% | -9.3% | -14.2% |
| 1Y | +13.3% | +76.2% | -62.8% | -18.6% |
| All | +49.4% | +245.5% | -196.1% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling