+56.2%
GD vs ROK
+63.3%
-7.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +2.7% | +7.1% | -4.4% | +1.5% |
| 30D | +8.6% | -5.0% | +13.6% | +9.3% |
| 3M | -7.1% | -9.4% | +2.3% | -5.8% |
| 6M | +7.5% | -11.0% | +18.5% | +8.8% |
| YTD | +9.9% | +4.4% | +5.5% | +7.5% |
| 1Y | +7.6% | +7.4% | +0.1% | +4.6% |
| 3Y | +56.2% | +61.0% | -4.8% | +38.9% |
| All | +56.2% | +63.3% | -7.1% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling