+182.5%
GILD vs RDW
-0.7%
+183.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.7% |
| 7D | -4.8% | +0.9% | -5.7% | -4.8% |
| 30D | +5.8% | -21.3% | +27.1% | +6.2% |
| 3M | +14.9% | -37.9% | +52.8% | +15.8% |
| 6M | -0.4% | +12.3% | -12.6% | -1.0% |
| YTD | +18.5% | +39.7% | -21.2% | +16.9% |
| 1Y | +25.1% | +25.7% | -0.6% | +23.4% |
| 3Y | +105.9% | +230.8% | -124.9% | +94.0% |
| 5Y | +143.0% | -8.8% | +151.7% | +130.6% |
| All | +182.5% | -0.7% | +183.2% | +165.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling