+208.0%
RDDT vs GD
+31.2%
+176.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.4% | +5.6% | +6.0% |
| 7D | -0.4% | -3.2% | +2.8% | +0.2% |
| 30D | -0.5% | -9.6% | +9.1% | +1.5% |
| 3M | -9.8% | +4.3% | -14.1% | -10.8% |
| 6M | +15.8% | +0.5% | +15.3% | +15.5% |
| YTD | -32.4% | +6.6% | -39.0% | -33.5% |
| 1Y | -40.0% | +11.6% | -51.6% | -41.0% |
| All | +208.0% | +31.2% | +176.8% | +235.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling