-6.1%
RDW vs GEN
+22.3%
-28.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.8% |
| 7D | +0.9% | -1.3% | +2.1% | +1.4% |
| 30D | -21.3% | +6.1% | -27.4% | -24.1% |
| 3M | -37.9% | +27.0% | -64.8% | -46.0% |
| 6M | +12.3% | +43.9% | -31.6% | -10.4% |
| YTD | +39.7% | +13.0% | +26.8% | +26.4% |
| 1Y | +25.7% | +4.0% | +21.7% | +18.8% |
| 3Y | +230.8% | +66.2% | +164.7% | +161.3% |
| All | -6.1% | +22.3% | -28.4% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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