+54.9%
RMBS vs GPC
-1.1%
+55.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +3.5% | -0.6% | +4.1% | +3.6% |
| 30D | -8.6% | +1.3% | -9.9% | -9.1% |
| 3M | -40.3% | +37.1% | -77.4% | -47.7% |
| 6M | -1.0% | +23.2% | -24.2% | -9.5% |
| YTD | -4.6% | +13.1% | -17.7% | -11.1% |
| 1Y | +17.6% | +0.9% | +16.7% | +14.6% |
| All | +54.9% | -1.1% | +55.9% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling