+230.8%
RDW vs GH
+363.0%
-132.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.8% |
| 30D | -21.3% | -4.7% | -16.6% | -20.0% |
| 3M | -37.9% | +20.2% | -58.1% | -42.9% |
| 6M | +12.3% | +78.8% | -66.5% | -11.6% |
| YTD | +39.7% | +54.1% | -14.3% | +16.7% |
| 1Y | +25.7% | +177.1% | -151.4% | -19.0% |
| 3Y | +230.8% | +371.6% | -140.8% | +60.1% |
| All | +230.8% | +363.0% | -132.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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