-45.7%
RDDT vs GIS
-17.8%
-28.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +5.2% | +0.8% | +6.4% |
| 7D | -24.4% | +8.5% | -32.8% | -23.8% |
| 30D | -32.3% | +15.3% | -47.6% | -31.6% |
| 3M | -36.3% | +0.9% | -37.3% | -36.0% |
| 6M | -39.7% | +7.9% | -47.7% | -38.6% |
| YTD | -55.7% | -17.6% | -38.1% | -58.9% |
| 1Y | -45.7% | -17.4% | -28.4% | -49.0% |
| All | -45.7% | -17.8% | -28.0% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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