+6.1%
GD vs ROK
+2.9%
+3.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.0% | -0.5% | +1.2% |
| 7D | -1.9% | -11.0% | +9.1% | -0.5% |
| 30D | +10.9% | -8.2% | +19.1% | +12.0% |
| 3M | -6.8% | -8.5% | +1.7% | -5.9% |
| 6M | +7.0% | -12.0% | +19.0% | +7.8% |
| YTD | +11.1% | +3.1% | +8.1% | +6.0% |
| All | +6.1% | +2.9% | +3.3% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling