Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • RDW vs GD✓SelectedUSD · GDRDW vs GD performance historyLatest closeAs of-4.72%09/09
Stock and ETF performance explorer

RDW vs GD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-16.7%
GD return
+91.1%
Excess return
-107.8%
Maximum drawdown
-87.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioGDExcessAlpha
1D-4.7%-1.1%-3.6%-3.8%
7D+3.6%-3.1%+6.7%+6.4%
30D-18.4%-10.9%-7.5%-9.9%
3M-32.1%+2.5%-34.5%-33.5%
6M+10.9%-1.7%+12.6%+12.3%
YTD+40.8%+6.1%+34.7%+36.0%
1Y+31.1%+11.7%+19.4%+23.4%
3Y+245.2%+71.8%+173.4%+153.2%
5Y-16.7%+92.2%-108.9%-38.7%
All-16.7%+91.1%-107.8%-38.7%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling