+212.8%
RDDT vs GTLB
-19.3%
+232.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.2% | +1.8% |
| 7D | +2.1% | -5.7% | +7.8% | +4.6% |
| 30D | +2.8% | +15.1% | -12.3% | -3.2% |
| 3M | -8.9% | +65.5% | -74.4% | -26.3% |
| 6M | +15.1% | +102.9% | -87.8% | -15.8% |
| YTD | -31.4% | +25.2% | -56.6% | -39.4% |
| 1Y | -39.4% | -5.5% | -33.9% | -40.0% |
| All | +212.8% | -19.3% | +232.1% | +254.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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