+2.8%
RDW vs GPC
+49.9%
-47.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.6% | -5.1% |
| 7D | +3.6% | -0.6% | +4.2% | +3.7% |
| 30D | -18.4% | +1.3% | -19.7% | -19.1% |
| 3M | -32.1% | +37.1% | -69.2% | -42.8% |
| 6M | +10.9% | +23.2% | -12.3% | -1.8% |
| YTD | +40.8% | +13.1% | +27.7% | +27.8% |
| 1Y | +31.1% | +0.9% | +30.3% | +27.4% |
| 3Y | +245.2% | -0.8% | +246.0% | +223.3% |
| 5Y | -16.7% | +31.1% | -47.9% | -29.3% |
| All | +2.8% | +49.9% | -47.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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