+241.5%
RDW vs GD
+59.8%
+181.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.1% | +3.4% | +3.4% |
| 7D | +8.8% | +0.6% | +8.2% | +8.7% |
| 30D | -8.9% | +9.5% | -18.4% | -17.6% |
| 3M | -37.8% | -5.8% | -32.0% | -33.3% |
| 6M | -30.9% | +7.7% | -38.7% | -36.9% |
| YTD | +10.5% | +11.1% | -0.5% | -0.5% |
| 1Y | +37.0% | +6.1% | +30.9% | +30.5% |
| All | +241.5% | +59.8% | +181.6% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling