+28.6%
RDW vs FGI
+122.0%
-93.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.9% | +1.5% |
| 7D | +4.8% | +22.8% | -18.0% | +4.5% |
| 30D | -19.5% | +85.9% | -105.5% | -20.8% |
| 3M | -26.9% | +32.4% | -59.3% | -27.6% |
| 6M | +17.8% | +106.3% | -88.6% | +11.9% |
| YTD | +43.0% | +48.4% | -5.4% | +38.1% |
| All | +28.6% | +122.0% | -93.4% | +22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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