+25.7%
RDW vs GFS
+47.5%
-21.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -3.5% |
| 7D | +0.9% | +3.8% | -3.0% | -1.4% |
| 30D | -21.3% | -11.7% | -9.6% | -15.6% |
| 3M | -37.9% | -41.8% | +3.9% | -18.7% |
| 6M | +12.3% | +6.6% | +5.6% | +9.6% |
| YTD | +39.7% | +34.6% | +5.1% | +8.1% |
| 1Y | +25.7% | +46.2% | -20.5% | -1.0% |
| All | +25.7% | +47.5% | -21.8% | -1.0% |
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