+95.0%
RDW vs FGI
-70.4%
+165.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.0% | +1.3% |
| 7D | -3.1% | +0.5% | -3.7% | -3.2% |
| 30D | -1.8% | +65.4% | -67.2% | -5.5% |
| 3M | -50.9% | +23.5% | -74.4% | -52.2% |
| 6M | +13.5% | +60.5% | -47.1% | +5.0% |
| YTD | +38.6% | +30.0% | +8.6% | +29.9% |
| 1Y | +28.3% | +82.1% | -53.8% | +14.9% |
| 3Y | +217.2% | -4.4% | +221.6% | +191.5% |
| All | +95.0% | -70.4% | +165.4% | +99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling