-16.7%
RDW vs GD
+91.1%
-107.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 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