+486.7%
GS vs ROK
+274.8%
+211.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.4% |
| 7D | -3.2% | -13.8% | +10.6% | +4.7% |
| 30D | -2.4% | -14.9% | +12.5% | +6.3% |
| 3M | -15.7% | -14.7% | -1.1% | -8.5% |
| 6M | -6.8% | -17.7% | +10.9% | +2.6% |
| YTD | -0.1% | -2.5% | +2.4% | -0.8% |
| 1Y | +12.1% | +2.3% | +9.8% | +8.4% |
| 3Y | +185.8% | +52.7% | +133.0% | +110.8% |
| 5Y | +140.1% | +20.5% | +119.6% | +96.8% |
| All | +486.7% | +274.8% | +211.9% | +108.7% |
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