+438.8%
GS vs ROK
+264.0%
+174.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.8% | +0.6% |
| 7D | +5.9% | +7.1% | -1.2% | +1.9% |
| 30D | +4.3% | -5.0% | +9.3% | +6.8% |
| 3M | -11.7% | -9.4% | -2.3% | -7.2% |
| 6M | -3.2% | -11.0% | +7.8% | +2.0% |
| YTD | +5.8% | +4.4% | +1.4% | +1.2% |
| 1Y | +16.0% | +7.4% | +8.6% | +9.2% |
| 3Y | +199.8% | +61.0% | +138.8% | +115.2% |
| 5Y | +155.5% | +30.4% | +125.1% | +100.6% |
| All | +438.8% | +264.0% | +174.9% | +110.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling