-33.5%
RDDT vs GFS
+37.2%
-70.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.2% |
| 7D | +1.0% | +1.0% | -0.1% | +0.8% |
| 30D | -0.5% | -8.6% | +8.1% | +0.8% |
| 3M | -16.0% | -46.5% | +30.5% | -11.7% |
| 6M | +4.9% | -4.8% | +9.7% | -1.4% |
| YTD | -32.8% | +29.7% | -62.5% | -45.6% |
| 1Y | -33.5% | +35.8% | -69.3% | -47.8% |
| All | -33.5% | +37.2% | -70.7% | -47.8% |
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