-33.8%
GIS vs ROK
+30.4%
-64.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.4% |
| 7D | -3.4% | +7.1% | -10.4% | -3.3% |
| 30D | +6.9% | -5.0% | +11.8% | +6.8% |
| 3M | -10.1% | -9.4% | -0.7% | -10.2% |
| 6M | +5.9% | -11.0% | +16.9% | +5.7% |
| YTD | -21.1% | +4.4% | -25.5% | -21.6% |
| 1Y | -22.5% | +7.4% | -29.9% | -23.1% |
| 3Y | -39.0% | +61.0% | -100.0% | -40.5% |
| All | -33.8% | +30.4% | -64.2% | -34.3% |
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