+2.0%
RDW vs GH
-1.0%
+3.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.9% |
| 7D | +0.9% | -2.5% | +3.4% | +1.7% |
| 30D | -21.3% | -4.7% | -16.6% | -20.2% |
| 3M | -37.9% | +20.2% | -58.1% | -42.1% |
| 6M | +12.3% | +78.8% | -66.5% | -8.5% |
| YTD | +39.7% | +54.1% | -14.3% | +19.9% |
| 1Y | +25.7% | +177.1% | -151.4% | -13.5% |
| 3Y | +230.8% | +371.6% | -140.8% | +79.8% |
| 5Y | -8.8% | +21.9% | -30.7% | -40.4% |
| All | +2.0% | -1.0% | +3.0% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling