+212.8%
RDDT vs GM
+104.4%
+108.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.1% | +1.8% |
| 7D | +2.1% | -2.4% | +4.6% | +3.2% |
| 30D | +2.8% | -1.1% | +3.9% | +3.3% |
| 3M | -8.9% | +6.1% | -15.1% | -11.3% |
| 6M | +15.1% | +15.0% | +0.1% | +7.9% |
| YTD | -31.4% | +6.0% | -37.4% | -33.9% |
| 1Y | -39.4% | +47.1% | -86.5% | -50.2% |
| All | +212.8% | +104.4% | +108.4% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling