+97.2%
GD vs ROK
+46.3%
+50.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.0% |
| 7D | -5.3% | +0.7% | -5.9% | -5.4% |
| 30D | -6.4% | -3.3% | -3.1% | -5.8% |
| 3M | +5.7% | -5.9% | +11.6% | +6.6% |
| 6M | -0.9% | +13.9% | -14.8% | -4.5% |
| YTD | +8.2% | +12.6% | -4.4% | +4.5% |
| 1Y | +13.4% | +28.6% | -15.2% | +6.4% |
| 3Y | +68.5% | +45.1% | +23.4% | +50.9% |
| All | +97.2% | +46.3% | +50.9% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling