+19,851.2%
GD vs ROK
+15,847.2%
+4,004.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -2.2% |
| 7D | -5.3% | +0.7% | -5.9% | -5.5% |
| 30D | -6.4% | -3.3% | -3.1% | -5.6% |
| 3M | +5.7% | -5.9% | +11.6% | +7.0% |
| 6M | -0.9% | +13.9% | -14.8% | -5.8% |
| YTD | +8.2% | +12.6% | -4.4% | +3.0% |
| 1Y | +13.4% | +28.6% | -15.2% | +3.6% |
| 3Y | +68.5% | +45.1% | +23.4% | +43.7% |
| 5Y | +97.2% | +45.6% | +51.6% | +63.6% |
| 10Y | +190.2% | +345.0% | -154.8% | +67.5% |
| All | +19,851.2% | +15,847.2% | +4,004.0% | +3,765.2% |
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