+11.1%
RDW vs GFS
+15.5%
-4.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.9% | +1.0% | -1.5% |
| 7D | -14.3% | -12.5% | -1.8% | -7.5% |
| 30D | -26.0% | -16.9% | -9.1% | -18.0% |
| 3M | -27.4% | -22.3% | -5.1% | -16.8% |
| 6M | -10.6% | -40.2% | +29.6% | +17.4% |
| YTD | +1.6% | +16.0% | -14.4% | -22.8% |
| 1Y | +11.1% | +17.7% | -6.6% | -18.5% |
| All | +11.1% | +15.5% | -4.4% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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