+93.8%
GD vs ROK
+19.3%
+74.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.4% |
| 7D | -5.0% | -13.8% | +8.9% | -2.3% |
| 30D | +8.9% | -14.9% | +23.9% | +12.2% |
| 3M | -8.0% | -14.7% | +6.6% | -5.4% |
| 6M | +2.9% | -17.7% | +20.6% | +6.1% |
| YTD | +7.1% | -2.5% | +9.5% | +6.0% |
| 1Y | +5.9% | +2.3% | +3.7% | +3.8% |
| 3Y | +53.9% | +52.7% | +1.1% | +34.7% |
| All | +93.8% | +19.3% | +74.5% | +73.7% |
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