+19,778.3%
GD vs ROK
+13,907.7%
+5,870.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.2% | +11.8% | +1.9% |
| 7D | -3.9% | -15.6% | +11.7% | +0.7% |
| 30D | +8.1% | -15.5% | +23.5% | +13.2% |
| 3M | -6.8% | -15.1% | +8.3% | -2.7% |
| 6M | +3.0% | -12.0% | +15.1% | +5.7% |
| YTD | +7.8% | -1.1% | +8.9% | +6.2% |
| 1Y | +5.8% | +6.5% | -0.7% | +1.8% |
| 3Y | +55.3% | +51.8% | +3.5% | +30.1% |
| 5Y | +96.7% | +22.2% | +74.5% | +71.5% |
| 10Y | +195.4% | +289.3% | -93.9% | +76.8% |
| All | +19,778.3% | +13,907.7% | +5,870.6% | +3,883.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling