+120.4%
GS vs RDDT
+102.3%
+18.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.5% |
| 7D | -3.2% | +3.7% | -6.9% | -3.6% |
| 30D | -2.4% | -37.7% | +35.3% | +2.3% |
| 3M | -15.7% | -37.0% | +21.2% | -12.1% |
| 6M | -6.8% | -42.9% | +36.1% | -2.6% |
| YTD | -0.1% | -58.6% | +58.6% | +7.2% |
| 1Y | +12.1% | -48.2% | +60.3% | +16.9% |
| All | +120.4% | +102.3% | +18.0% | +110.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling