+212.8%
RDDT vs GPC
-6.8%
+219.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | +2.1% | -3.2% | +5.3% | +2.4% |
| 30D | +2.8% | +0.5% | +2.3% | +2.8% |
| 3M | -8.9% | +31.7% | -40.7% | -10.3% |
| 6M | +15.1% | +24.7% | -9.7% | +13.7% |
| YTD | -31.4% | +11.8% | -43.1% | -32.4% |
| 1Y | -39.4% | -3.0% | -36.5% | -39.2% |
| All | +212.8% | -6.8% | +219.6% | +205.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling