+28.3%
RDW vs GPN
+8.1%
+20.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.8% | +0.7% | +1.3% |
| 7D | -3.1% | +0.8% | -3.9% | -3.3% |
| 30D | -1.8% | +5.8% | -7.6% | -3.5% |
| 3M | -50.9% | +37.0% | -87.9% | -57.0% |
| 6M | +13.5% | +20.1% | -6.7% | +4.7% |
| YTD | +38.6% | +20.4% | +18.1% | +29.8% |
| 1Y | +28.3% | +7.4% | +20.8% | +28.1% |
| All | +28.3% | +8.1% | +20.2% | +28.1% |
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