-6.1%
RDW vs GPN
-44.5%
+38.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | +0.9% | -4.3% | +5.2% | +3.1% |
| 30D | -21.3% | 0.0% | -21.3% | -21.7% |
| 3M | -37.9% | +35.8% | -73.7% | -49.5% |
| 6M | +12.3% | +22.0% | -9.7% | -2.2% |
| YTD | +39.7% | +15.2% | +24.5% | +23.9% |
| 1Y | +25.7% | +3.5% | +22.2% | +18.7% |
| 3Y | +230.8% | -26.9% | +257.8% | +272.8% |
| All | -6.1% | -44.5% | +38.4% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling