+28.3%
RDW vs GFI
+45.3%
-17.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | -3.1% | +3.1% | -6.3% | -4.8% |
| 30D | -1.8% | +27.1% | -28.9% | -13.5% |
| 3M | -50.9% | +21.2% | -72.0% | -55.9% |
| 6M | +13.5% | -4.5% | +18.0% | +10.7% |
| YTD | +38.6% | +11.7% | +26.8% | +31.6% |
| 1Y | +28.3% | +46.0% | -17.8% | +21.5% |
| All | +28.3% | +45.3% | -17.0% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling