+214.2%
RDW vs FGI
-16.0%
+230.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -25.2% | +21.4% | -3.3% |
| 7D | +7.2% | -14.4% | +21.6% | +7.5% |
| 30D | -10.3% | -11.8% | +1.4% | -10.1% |
| 3M | -41.4% | -46.2% | +4.8% | -41.0% |
| 6M | -32.5% | +5.2% | -37.7% | -33.3% |
| YTD | +1.7% | +10.5% | -8.8% | -1.3% |
| 1Y | +39.0% | +25.5% | +13.5% | +34.2% |
| 3Y | +214.2% | -16.0% | +230.2% | +223.4% |
| All | +214.2% | -16.0% | +230.2% | +223.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling