+212.8%
RDDT vs GH
+774.3%
-561.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.8% |
| 7D | +2.1% | -2.5% | +4.6% | +2.8% |
| 30D | +2.8% | -4.7% | +7.5% | +3.7% |
| 3M | -8.9% | +20.2% | -29.2% | -14.2% |
| 6M | +15.1% | +78.8% | -63.7% | -3.3% |
| YTD | -31.4% | +54.1% | -85.4% | -40.3% |
| 1Y | -39.4% | +177.1% | -216.5% | -57.4% |
| All | +212.8% | +774.3% | -561.5% | +68.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling