+1,030.0%
RMBS vs GPC
+959.3%
+70.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | -0.3% | +1.2% | -1.5% | -1.1% |
| 30D | -12.2% | +6.0% | -18.1% | -15.4% |
| 3M | -49.5% | +42.6% | -92.2% | -60.9% |
| 6M | -7.1% | +22.8% | -29.9% | -20.9% |
| YTD | -7.0% | +15.5% | -22.4% | -18.7% |
| 1Y | +13.3% | +2.0% | +11.3% | +6.9% |
| 3Y | +49.2% | -1.4% | +50.7% | +36.4% |
| 5Y | +250.0% | +30.6% | +219.4% | +159.9% |
| 10Y | +495.1% | +80.6% | +414.5% | +218.8% |
| All | +1,030.0% | +959.3% | +70.7% | +71.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling