-45.7%
RDDT vs GM
+37.1%
-82.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +4.6% | +1.3% | +5.1% |
| 7D | -24.4% | +12.1% | -36.4% | -26.2% |
| 30D | -32.3% | +15.2% | -47.5% | -34.4% |
| 3M | -36.3% | +4.9% | -41.2% | -37.0% |
| 6M | -39.7% | +22.6% | -62.4% | -42.1% |
| YTD | -55.7% | +14.4% | -70.1% | -56.2% |
| 1Y | -45.7% | +39.4% | -85.2% | -57.8% |
| All | -45.7% | +37.1% | -82.8% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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