+1,059.0%
RMBS vs GWW
+5,038.6%
-3,979.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +3.5% | -0.5% | +3.9% | +3.6% |
| 30D | -8.6% | -1.4% | -7.2% | -8.1% |
| 3M | -40.3% | -3.6% | -36.7% | -39.5% |
| 6M | -1.0% | +15.1% | -16.1% | -8.4% |
| YTD | -4.6% | +27.5% | -32.1% | -16.7% |
| 1Y | +17.6% | +29.6% | -12.0% | +1.9% |
| 3Y | +58.6% | +90.1% | -31.4% | +13.9% |
| 5Y | +270.9% | +222.6% | +48.3% | +99.4% |
| 10Y | +569.1% | +566.5% | +2.6% | +128.1% |
| All | +1,059.0% | +5,038.6% | -3,979.6% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling