+32.1%
RDW vs GD
+12.4%
+19.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.1% | +1.0% |
| 7D | +4.8% | -3.2% | +8.0% | +9.5% |
| 30D | -19.5% | -9.6% | -9.9% | -7.3% |
| 3M | -26.9% | +4.3% | -31.2% | -32.4% |
| 6M | +17.8% | +0.5% | +17.2% | +21.5% |
| YTD | +43.0% | +6.6% | +36.4% | +30.0% |
| 1Y | +32.1% | +11.6% | +20.5% | +25.5% |
| All | +32.1% | +12.4% | +19.7% | +25.5% |
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