+212.8%
RDDT vs GFI
+211.9%
+0.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.8% | +1.8% |
| 7D | +2.1% | -4.9% | +7.0% | +3.0% |
| 30D | +2.8% | +10.7% | -7.9% | +0.7% |
| 3M | -8.9% | +25.6% | -34.6% | -12.9% |
| 6M | +15.1% | -8.3% | +23.3% | +14.6% |
| YTD | -31.4% | +6.3% | -37.7% | -33.4% |
| 1Y | -39.4% | +22.1% | -61.5% | -43.0% |
| All | +212.8% | +211.9% | +0.9% | +126.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling