-45.7%
RDDT vs GH
+80.5%
-126.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | -3.7% | +9.6% | +6.6% |
| 7D | -24.4% | -7.7% | -16.7% | -23.1% |
| 30D | -32.3% | -10.0% | -22.3% | -30.9% |
| 3M | -36.3% | +5.5% | -41.8% | -37.1% |
| 6M | -39.7% | +84.9% | -124.6% | -46.0% |
| YTD | -55.7% | +65.0% | -120.7% | -59.8% |
| 1Y | -45.7% | +71.8% | -117.5% | -51.4% |
| All | -45.7% | +80.5% | -126.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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