+289.5%
RMBS vs GTLB
-50.1%
+339.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.0% |
| 7D | +1.8% | -5.7% | +7.5% | +2.9% |
| 30D | -13.9% | +15.1% | -29.0% | -16.7% |
| 3M | -39.8% | +65.5% | -105.3% | -46.5% |
| 6M | -6.0% | +102.9% | -108.9% | -21.9% |
| YTD | -5.4% | +25.2% | -30.6% | -12.3% |
| 1Y | -1.8% | -5.5% | +3.7% | -3.4% |
| 3Y | +53.7% | -10.9% | +64.5% | +49.9% |
| All | +289.5% | -50.1% | +339.6% | +256.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling