-15.2%
RDW vs GPN
+19.5%
-34.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | -1.2% | -18.7% | -19.7% |
| 7D | -32.4% | +10.8% | -43.2% | -33.4% |
| 30D | -41.7% | +16.1% | -57.8% | -43.2% |
| 3M | -42.3% | +8.9% | -51.1% | -43.2% |
| 6M | -28.8% | +37.6% | -66.4% | -36.5% |
| YTD | -18.6% | +23.9% | -42.5% | -21.4% |
| 1Y | -15.2% | +21.5% | -36.7% | -16.8% |
| All | -15.2% | +19.5% | -34.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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