+12.3%
RDW vs GFI
-5.1%
+17.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.0% | -3.3% | -2.9% |
| 7D | +0.9% | -2.7% | +3.5% | +2.4% |
| 30D | -21.3% | +13.2% | -34.5% | -28.0% |
| 3M | -37.9% | +28.5% | -66.3% | -48.3% |
| 6M | +12.3% | -6.2% | +18.4% | +5.9% |
| All | +12.3% | -5.1% | +17.4% | +5.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling