+265.7%
RMBS vs GPC
+29.0%
+236.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.9% | +4.6% | +2.8% |
| 7D | +3.0% | +0.2% | +2.8% | +2.8% |
| 30D | -14.4% | -0.4% | -14.0% | -14.4% |
| 3M | -42.8% | +39.2% | -82.0% | -51.7% |
| 6M | -1.4% | +18.2% | -19.6% | -10.0% |
| YTD | -5.4% | +12.1% | -17.5% | -12.8% |
| 1Y | +18.6% | -0.7% | +19.2% | +15.8% |
| 3Y | +57.3% | -1.7% | +58.9% | +47.1% |
| 5Y | +265.7% | +29.3% | +236.4% | +177.5% |
| All | +265.7% | +29.0% | +236.7% | +177.5% |
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