+154.6%
RDW vs GFI
+284.2%
-129.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | 0.0% |
| 7D | -0.4% | -7.0% | +6.6% | +1.6% |
| 30D | -22.8% | +9.6% | -32.3% | -25.1% |
| 3M | -30.6% | +20.8% | -51.4% | -34.6% |
| 6M | +9.4% | -3.2% | +12.5% | +8.4% |
| YTD | +38.0% | +3.9% | +34.1% | +36.8% |
| 1Y | +20.7% | +20.7% | 0.0% | +17.2% |
| 3Y | +154.6% | +282.7% | -128.1% | +102.3% |
| All | +154.6% | +284.2% | -129.6% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling