-45.7%
RDDT vs GFS
+15.5%
-61.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -5.9% | +11.9% | +6.8% |
| 7D | -24.4% | -12.5% | -11.8% | -22.7% |
| 30D | -32.3% | -16.9% | -15.3% | -30.5% |
| 3M | -36.3% | -22.3% | -14.0% | -34.2% |
| 6M | -39.7% | -40.2% | +0.5% | -38.6% |
| YTD | -55.7% | +16.0% | -71.7% | -63.3% |
| 1Y | -45.7% | +17.7% | -63.4% | -55.4% |
| All | -45.7% | +15.5% | -61.2% | -55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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