+174.0%
GD vs ROK
+270.1%
-96.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +0.8% |
| 7D | -1.9% | -11.0% | +9.1% | +1.6% |
| 30D | +10.9% | -8.2% | +19.1% | +13.5% |
| 3M | -6.8% | -8.5% | +1.7% | -4.6% |
| 6M | +7.0% | -12.0% | +19.0% | +10.1% |
| YTD | +11.1% | +3.1% | +8.1% | +7.4% |
| 1Y | +7.0% | +2.9% | +4.2% | +3.5% |
| 3Y | +59.9% | +60.7% | -0.7% | +26.0% |
| 5Y | +102.5% | +29.5% | +73.0% | +68.8% |
| 10Y | +174.0% | +262.6% | -88.6% | +44.4% |
| All | +174.0% | +270.1% | -96.1% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 10y: compounded portfolio wealth divided by compounded ROK 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…
10y analysis · Full analysis span regression · 6 months rolling