+54.9%
RMBS vs GWW
+89.5%
-34.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.4% |
| 7D | +3.5% | -0.5% | +3.9% | +3.7% |
| 30D | -8.6% | -1.4% | -7.2% | -7.9% |
| 3M | -40.3% | -3.6% | -36.7% | -39.3% |
| 6M | -1.0% | +15.1% | -16.1% | -12.7% |
| YTD | -4.6% | +27.5% | -32.1% | -23.6% |
| 1Y | +17.6% | +29.6% | -12.0% | -6.9% |
| All | +54.9% | +89.5% | -34.6% | -5.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling