+230.7%
GM vs ROK
+799.9%
-569.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.0% |
| 7D | -1.1% | +0.2% | -1.3% | -1.2% |
| 30D | -4.6% | -1.8% | -2.8% | -3.6% |
| 3M | +0.2% | -7.2% | +7.4% | +3.8% |
| 6M | +12.6% | +14.2% | -1.5% | +3.2% |
| YTD | +3.7% | +10.6% | -6.9% | -3.8% |
| 1Y | +45.6% | +25.9% | +19.7% | +25.1% |
| 3Y | +162.0% | +50.8% | +111.2% | +91.9% |
| 5Y | +80.5% | +47.0% | +33.4% | +30.6% |
| 10Y | +231.3% | +354.9% | -123.6% | +20.4% |
| All | +230.7% | +799.9% | -569.2% | -19.5% |
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 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