+202.0%
RMBS vs GGLL
+188.6%
+13.4%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.4% | +5.6% | +6.5% |
| 7D | -12.0% | +3.1% | -15.1% | -12.8% |
| 30D | -33.1% | -36.3% | +3.2% | -23.1% |
| 3M | -23.7% | -40.4% | +16.7% | -11.1% |
| 6M | -42.7% | -54.6% | +11.9% | -27.9% |
| YTD | -18.9% | -31.1% | +12.2% | -14.9% |
| 1Y | -30.0% | -19.2% | -10.8% | -31.5% |
| 3Y | +28.8% | +151.5% | -122.7% | -20.3% |
| All | +202.0% | +188.6% | +13.4% | +87.6% |
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