-45.7%
RDDT vs GD
+9.0%
-54.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -2.6% | +8.5% | +6.4% |
| 7D | -24.4% | +3.0% | -27.3% | -25.0% |
| 30D | -32.3% | +10.5% | -42.8% | -34.3% |
| 3M | -36.3% | -5.0% | -31.3% | -35.4% |
| 6M | -39.7% | +5.5% | -45.2% | -41.2% |
| YTD | -55.7% | +10.3% | -66.0% | -58.6% |
| 1Y | -45.7% | +8.2% | -53.9% | -47.5% |
| All | -45.7% | +9.0% | -54.7% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling