-37.6%
GIS vs RDW
+241.5%
-279.0%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.3% |
| 7D | -6.4% | +0.9% | -7.2% | -6.3% |
| 30D | -6.1% | -21.3% | +15.2% | -6.5% |
| 3M | +7.8% | -37.9% | +45.7% | +7.5% |
| 6M | -8.8% | +12.3% | -21.1% | -8.4% |
| YTD | -19.1% | +39.7% | -58.9% | -18.6% |
| 1Y | -24.8% | +25.7% | -50.4% | -24.2% |
| 3Y | -37.6% | +230.8% | -268.4% | -39.3% |
| All | -37.6% | +241.5% | -279.0% | -39.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling