+632.4%
GEV vs ROK
+55.9%
+576.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +2.5% |
| 7D | +1.6% | -1.2% | +2.9% | +2.5% |
| 30D | -7.9% | -4.8% | -3.1% | -4.9% |
| 3M | +5.6% | -6.1% | +11.7% | +10.4% |
| 6M | +13.1% | +15.5% | -2.4% | +3.6% |
| YTD | +46.7% | +11.2% | +35.6% | +36.4% |
| 1Y | +51.3% | +23.8% | +27.5% | +32.2% |
| All | +632.4% | +55.9% | +576.5% | +435.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling