+101.3%
RDW vs FGI
-66.2%
+167.5%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +9.4% | -7.9% | +1.3% |
| 7D | +4.8% | +22.8% | -18.0% | +4.1% |
| 30D | -19.5% | +85.9% | -105.5% | -22.8% |
| 3M | -26.9% | +32.4% | -59.3% | -29.0% |
| 6M | +17.8% | +106.3% | -88.6% | +8.0% |
| YTD | +43.0% | +48.4% | -5.4% | +33.5% |
| 1Y | +32.1% | +116.4% | -84.3% | +17.5% |
| 3Y | +250.6% | +9.2% | +241.5% | +220.9% |
| All | +101.3% | -66.2% | +167.5% | +105.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling