+472.1%
GE vs RDW
+1.6%
+470.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.5% |
| 7D | -2.8% | +4.8% | -7.6% | -3.2% |
| 30D | -11.9% | -19.5% | +7.6% | -10.4% |
| 3M | +1.8% | -26.9% | +28.7% | +3.6% |
| 6M | -0.6% | +17.8% | -18.4% | -4.7% |
| YTD | +5.5% | +43.0% | -37.5% | -2.3% |
| 1Y | +15.0% | +32.1% | -17.1% | +5.8% |
| 3Y | +269.5% | +250.6% | +18.9% | +190.8% |
| 5Y | +422.4% | -6.6% | +429.1% | +319.3% |
| All | +472.1% | +1.6% | +470.5% | +357.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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