+133.3%
GS vs RDDT
+109.5%
+23.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +5.9% | +3.5% | +2.3% | +5.4% |
| 30D | +4.3% | -33.7% | +38.1% | +8.5% |
| 3M | -11.7% | -37.7% | +26.1% | -7.8% |
| 6M | -3.2% | -36.1% | +32.9% | -0.1% |
| YTD | +5.8% | -57.2% | +63.0% | +13.0% |
| 1Y | +16.0% | -48.0% | +64.1% | +20.9% |
| All | +133.3% | +109.5% | +23.8% | +121.9% |
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