+227.1%
RMBS vs GGLL
+195.8%
+31.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.5% | +5.8% | +7.5% |
| 7D | -3.9% | +6.3% | -10.2% | -5.8% |
| 30D | -24.9% | -35.1% | +10.2% | -14.1% |
| 3M | -20.5% | -37.7% | +17.2% | -8.7% |
| 6M | -37.5% | -54.1% | +16.6% | -21.7% |
| YTD | -12.1% | -29.4% | +17.3% | -8.5% |
| 1Y | -25.0% | -13.4% | -11.6% | -28.4% |
| 3Y | +36.1% | +158.3% | -122.2% | -16.5% |
| All | +227.1% | +195.8% | +31.3% | +101.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling