-36.5%
RMBS vs GPC
+21.0%
-57.6%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.8% | +6.5% | +5.5% |
| 7D | +3.0% | -2.1% | +5.1% | +2.3% |
| 30D | -15.5% | -4.5% | -11.0% | -16.5% |
| 3M | -11.5% | -7.7% | -3.8% | -13.3% |
| 6M | -36.5% | +24.3% | -60.8% | -40.4% |
| All | -36.5% | +21.0% | -57.6% | -40.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling