-17.4%
RMBS vs GPC
+6.5%
-23.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.7% | -7.7% | -6.1% |
| 7D | -8.9% | +4.1% | -13.1% | -9.2% |
| 30D | -24.8% | +0.1% | -25.0% | -25.0% |
| 3M | -17.6% | -3.9% | -13.7% | -17.4% |
| 6M | -25.7% | +24.4% | -50.0% | -32.1% |
| YTD | -9.8% | +5.7% | -15.5% | -20.7% |
| 1Y | -17.4% | +6.8% | -24.1% | -23.9% |
| All | -17.4% | +6.5% | -23.8% | -23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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