+845.3%
RMBS vs GWRE
+741.3%
+104.0%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | +1.8% | -13.2% | +15.0% | +5.9% |
| 30D | -13.9% | -18.6% | +4.7% | -10.2% |
| 3M | -39.8% | +18.9% | -58.7% | -45.9% |
| 6M | -6.0% | -11.0% | +4.9% | -9.3% |
| YTD | -5.4% | -29.9% | +24.5% | -1.3% |
| 1Y | -1.8% | -44.3% | +42.5% | +11.2% |
| 3Y | +53.7% | +51.7% | +2.0% | +14.7% |
| 5Y | +268.5% | +15.4% | +253.1% | +195.6% |
| 10Y | +563.9% | +129.4% | +434.5% | +323.3% |
| All | +845.3% | +741.3% | +104.0% | +358.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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