+558.9%
RMBS vs GNRC
+448.8%
+110.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.7% |
| 7D | +1.8% | -0.2% | +2.0% | +1.8% |
| 30D | -13.9% | -15.7% | +1.8% | -7.7% |
| 3M | -39.8% | -27.3% | -12.5% | -31.1% |
| 6M | -6.0% | -12.1% | +6.0% | +0.1% |
| YTD | -5.4% | +37.1% | -42.5% | -15.6% |
| 1Y | -1.8% | -0.5% | -1.4% | -1.6% |
| 3Y | +53.7% | +61.5% | -7.9% | +27.0% |
| 5Y | +268.5% | -58.6% | +327.1% | +368.5% |
| All | +558.9% | +448.8% | +110.0% | +162.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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