+233.3%
RDW vs GD
+72.5%
+160.9%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.1% | -3.6% | -3.6% |
| 7D | +3.6% | -3.1% | +6.7% | +7.0% |
| 30D | -18.4% | -10.9% | -7.5% | -8.0% |
| 3M | -32.1% | +2.5% | -34.5% | -34.0% |
| 6M | +10.9% | -1.7% | +12.6% | +13.0% |
| YTD | +40.8% | +6.1% | +34.7% | +34.9% |
| 1Y | +31.1% | +11.7% | +19.4% | +21.9% |
| All | +233.3% | +72.5% | +160.9% | +185.2% |
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