+252.0%
RMBS vs GPC
+6.4%
+245.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +6.0% |
| 7D | +3.0% | -2.1% | +5.1% | +3.9% |
| 30D | -15.5% | -4.5% | -11.0% | -14.3% |
| 3M | -11.5% | -7.7% | -3.8% | -9.3% |
| 6M | -36.5% | +24.3% | -60.8% | -44.1% |
| YTD | -7.1% | +3.5% | -10.6% | -12.1% |
| 1Y | -18.7% | +0.7% | -19.4% | -22.0% |
| 3Y | +36.2% | 0.0% | +36.2% | +23.5% |
| 5Y | +252.0% | +5.8% | +246.2% | +181.9% |
| All | +252.0% | +6.4% | +245.6% | +181.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling