+212.8%
RDDT vs GFS
-12.2%
+225.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +1.1% |
| 7D | +2.1% | +3.8% | -1.7% | +1.2% |
| 30D | +2.8% | -11.7% | +14.5% | +5.9% |
| 3M | -8.9% | -41.8% | +32.8% | +1.7% |
| 6M | +15.1% | +6.6% | +8.4% | +5.9% |
| YTD | -31.4% | +34.6% | -66.0% | -43.5% |
| 1Y | -39.4% | +46.2% | -85.6% | -51.6% |
| All | +212.8% | -12.2% | +225.0% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling