-25.2%
GIS vs ROK
+44.8%
-70.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -3.0% |
| 7D | -8.4% | -1.6% | -6.8% | -8.4% |
| 30D | -5.2% | -5.4% | +0.2% | -5.1% |
| 3M | +8.2% | -4.0% | +12.1% | +8.1% |
| 6M | -12.0% | +13.3% | -25.4% | -12.6% |
| YTD | -18.9% | +9.3% | -28.2% | -19.3% |
| 1Y | -23.6% | +25.8% | -49.4% | -24.5% |
| 3Y | -37.6% | +49.1% | -86.7% | -38.8% |
| 5Y | -25.2% | +45.9% | -71.0% | -26.5% |
| All | -25.2% | +44.8% | -70.0% | -26.5% |
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 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