+164.3%
GS vs RDDT
+228.6%
-64.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.2% |
| 7D | +0.9% | +1.0% | 0.0% | +0.8% |
| 30D | -1.6% | -0.5% | -1.1% | -1.8% |
| 3M | -4.5% | -16.0% | +11.5% | -3.5% |
| 6M | +20.9% | +4.9% | +16.0% | +18.3% |
| YTD | +19.9% | -32.8% | +52.7% | +22.6% |
| 1Y | +41.4% | -33.5% | +74.9% | +43.8% |
| All | +164.3% | +228.6% | -64.3% | +140.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling