+75.8%
GM vs RKT
-10.3%
+86.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -2.4% | -6.3% | +3.8% | -1.0% |
| 30D | -1.1% | -6.2% | +5.1% | +0.1% |
| 3M | +6.1% | -1.9% | +8.0% | +5.6% |
| 6M | +15.0% | -13.0% | +28.0% | +16.9% |
| YTD | +6.0% | -31.9% | +37.9% | +12.7% |
| 1Y | +47.1% | -37.6% | +84.7% | +58.7% |
| 3Y | +170.5% | +36.8% | +133.7% | +112.1% |
| All | +75.8% | -10.3% | +86.1% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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