+131.7%
GS vs RDDT
+109.9%
+21.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.7% |
| 7D | +1.6% | +2.6% | -1.0% | +1.3% |
| 30D | +1.7% | -38.3% | +40.0% | +6.6% |
| 3M | -11.6% | -37.8% | +26.2% | -7.6% |
| 6M | -1.9% | -36.7% | +34.8% | +1.3% |
| YTD | +5.1% | -57.1% | +62.1% | +12.2% |
| 1Y | +16.4% | -51.7% | +68.1% | +22.4% |
| All | +131.7% | +109.9% | +21.7% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT 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 RDDT 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