-17.4%
RMBS vs GWW
+55.5%
-72.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +6.5% | -12.5% | -7.7% |
| 7D | -8.9% | +11.1% | -20.0% | -11.9% |
| 30D | -24.8% | +15.7% | -40.6% | -28.4% |
| 3M | -17.6% | +14.8% | -32.3% | -21.3% |
| 6M | -25.7% | +30.9% | -56.6% | -34.6% |
| YTD | -9.8% | +48.5% | -58.3% | -27.0% |
| 1Y | -17.4% | +57.1% | -74.5% | -34.9% |
| All | -17.4% | +55.5% | -72.8% | -34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 1y: compounded portfolio wealth divided by compounded GWW 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…
1y analysis · Full analysis span regression · 6 months rolling