-2.6%
RDW vs GTLB
-50.1%
+47.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.1% |
| 7D | +0.9% | -5.7% | +6.6% | +2.6% |
| 30D | -21.3% | +15.1% | -36.4% | -25.4% |
| 3M | -37.9% | +65.5% | -103.3% | -48.0% |
| 6M | +12.3% | +102.9% | -90.6% | -13.4% |
| YTD | +39.7% | +25.2% | +14.5% | +25.4% |
| 1Y | +25.7% | -5.5% | +31.2% | +22.1% |
| 3Y | +230.8% | -10.9% | +241.7% | +220.3% |
| All | -2.6% | -50.1% | +47.6% | -12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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