-1.8%
RMBS vs GNRC
+0.9%
-2.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.0% | +0.1% |
| 7D | +1.8% | -0.2% | +2.0% | +1.9% |
| 30D | -13.9% | -15.7% | +1.8% | -4.3% |
| 3M | -39.8% | -27.3% | -12.5% | -26.3% |
| 6M | -6.0% | -12.1% | +6.0% | +4.5% |
| YTD | -5.4% | +37.1% | -42.5% | -16.6% |
| 1Y | -1.8% | -0.5% | -1.4% | +1.7% |
| All | -1.8% | +0.9% | -2.7% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling