+240.5%
RMBS vs GTLB
-62.5%
+303.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.4% |
| 7D | +10.3% | -0.7% | +11.1% | +10.5% |
| 30D | -10.7% | -10.2% | -0.5% | -8.5% |
| 3M | -17.2% | +10.1% | -27.3% | -19.2% |
| 6M | -39.0% | +116.5% | -155.5% | -49.5% |
| YTD | -10.5% | +27.2% | -37.7% | -17.5% |
| 1Y | -11.0% | +8.6% | -19.5% | -15.1% |
| 3Y | +31.3% | +5.6% | +25.8% | +24.4% |
| All | +240.5% | -62.5% | +303.0% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling