+28.3%
RDW vs GD
+13.1%
+15.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +4.0% |
| 7D | -3.1% | -5.3% | +2.1% | +4.4% |
| 30D | -1.8% | -6.4% | +4.7% | +7.9% |
| 3M | -50.9% | +5.7% | -56.6% | -55.7% |
| 6M | +13.5% | -0.9% | +14.4% | +22.9% |
| YTD | +38.6% | +8.2% | +30.4% | +23.4% |
| 1Y | +28.3% | +13.4% | +14.8% | +18.3% |
| All | +28.3% | +13.1% | +15.1% | +18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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