+161.8%
GS vs RDDT
+211.6%
-49.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.2% | -0.5% |
| 7D | +2.4% | -7.4% | +9.8% | +3.3% |
| 30D | -0.1% | -7.7% | +7.7% | +0.6% |
| 3M | +0.2% | -17.8% | +18.0% | +1.4% |
| 6M | +24.8% | +5.5% | +19.3% | +22.1% |
| YTD | +18.8% | -36.3% | +55.0% | +22.2% |
| 1Y | +37.3% | -39.0% | +76.4% | +41.0% |
| All | +161.8% | +211.6% | -49.7% | +140.1% |
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