-20.5%
GIS vs RDW
-0.7%
-19.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.4% |
| 6M | -8.8% | +12.3% | -21.1% | -8.2% |
| YTD | -19.1% | +39.7% | -58.9% | -18.3% |
| 1Y | -24.8% | +25.7% | -50.4% | -23.9% |
| 3Y | -37.6% | +230.8% | -268.4% | -35.7% |
| 5Y | -25.4% | -8.8% | -16.7% | -23.9% |
| All | -20.5% | -0.7% | -19.8% | -20.0% |
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