-0.3%
RDW vs GTLB
-49.8%
+49.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +0.9% |
| 7D | +4.8% | -4.1% | +8.9% | +6.1% |
| 30D | -19.5% | +12.3% | -31.9% | -23.1% |
| 3M | -26.9% | +65.9% | -92.8% | -38.9% |
| 6M | +17.8% | +104.0% | -86.2% | -9.3% |
| YTD | +43.0% | +26.0% | +17.0% | +28.1% |
| 1Y | +32.1% | -3.5% | +35.6% | +27.4% |
| 3Y | +250.6% | -9.6% | +260.3% | +238.2% |
| All | -0.3% | -49.8% | +49.5% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling