-39.0%
RMBS vs GTLB
+108.7%
-147.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.2% |
| 7D | +10.3% | -0.7% | +11.1% | +10.3% |
| 30D | -10.7% | -10.2% | -0.5% | -10.5% |
| 3M | -17.2% | +10.1% | -27.3% | -14.0% |
| 6M | -39.0% | +116.5% | -155.5% | -26.6% |
| All | -39.0% | +108.7% | -147.7% | -26.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling