+1,463.7%
GIS vs ROK
+15,675.2%
-14,211.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | -8.3% | +2.8% | -11.1% | -8.6% |
| 30D | +2.2% | -2.4% | +4.6% | +2.5% |
| 3M | +15.7% | -4.7% | +20.4% | +16.1% |
| 6M | -12.0% | +16.8% | -28.7% | -14.3% |
| YTD | -15.0% | +11.4% | -26.3% | -16.8% |
| 1Y | -20.1% | +26.2% | -46.3% | -23.4% |
| 3Y | -34.6% | +51.9% | -86.5% | -40.0% |
| 5Y | -22.8% | +46.4% | -69.2% | -29.9% |
| 10Y | -18.5% | +343.5% | -362.0% | -39.9% |
| All | +1,463.7% | +15,675.2% | -14,211.5% | +377.2% |
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