-21.1%
GIS vs ROK
+357.9%
-379.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | -6.4% | -1.2% | -5.1% | -6.3% |
| 30D | -6.1% | -4.8% | -1.3% | -5.8% |
| 3M | +7.8% | -6.1% | +13.9% | +8.1% |
| 6M | -8.8% | +15.5% | -24.3% | -10.2% |
| YTD | -19.1% | +11.2% | -30.3% | -20.2% |
| 1Y | -24.8% | +23.8% | -48.6% | -26.5% |
| 3Y | -37.6% | +53.1% | -90.7% | -40.6% |
| 5Y | -25.4% | +48.3% | -73.7% | -29.6% |
| All | -21.1% | +357.9% | -379.0% | -36.5% |
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 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