+177.4%
GD vs ROK
+277.6%
-100.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.6% | -1.3% | +1.1% |
| 7D | -3.0% | -11.5% | +8.5% | +0.6% |
| 30D | +9.3% | -10.0% | +19.3% | +12.6% |
| 3M | -7.2% | -11.4% | +4.2% | -4.0% |
| 6M | +5.5% | -13.7% | +19.1% | +9.2% |
| YTD | +9.5% | +1.0% | +8.5% | +6.5% |
| 1Y | +6.4% | +5.6% | +0.8% | +1.8% |
| 3Y | +59.8% | +59.1% | +0.8% | +26.2% |
| 5Y | +98.0% | +26.1% | +71.9% | +66.6% |
| 10Y | +177.4% | +266.4% | -89.0% | +42.4% |
| All | +177.4% | +277.6% | -100.2% | +42.4% |
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