-39.4%
RDDT vs GFS
+47.5%
-87.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.3% |
| 7D | +2.1% | +3.8% | -1.7% | +1.6% |
| 30D | +2.8% | -11.7% | +14.5% | +4.5% |
| 3M | -8.9% | -41.8% | +32.8% | -4.9% |
| 6M | +15.1% | +6.6% | +8.4% | +6.3% |
| YTD | -31.4% | +34.6% | -66.0% | -45.7% |
| 1Y | -39.4% | +46.2% | -85.6% | -54.5% |
| All | -39.4% | +47.5% | -87.0% | -54.5% |
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