-45.7%
RDDT vs GFI
+6.9%
-52.7%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.3% | -0.4% | +4.1% |
| 7D | -24.4% | +1.4% | -25.8% | -24.3% |
| 30D | -32.3% | +3.0% | -35.2% | -32.5% |
| 3M | -36.3% | +10.2% | -46.5% | -38.3% |
| 6M | -39.7% | -10.1% | -29.7% | -39.5% |
| YTD | -55.7% | -11.4% | -44.3% | -56.8% |
| 1Y | -45.7% | +8.4% | -54.1% | -52.7% |
| All | -45.7% | +6.9% | -52.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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