+155.4%
GS vs ROK
+29.4%
+125.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.5% |
| 7D | +1.6% | -11.0% | +12.6% | +6.9% |
| 30D | +1.7% | -8.2% | +9.9% | +5.5% |
| 3M | -11.6% | -8.5% | -3.1% | -8.3% |
| 6M | -1.9% | -12.0% | +10.1% | +3.1% |
| YTD | +5.1% | +3.1% | +2.0% | +2.1% |
| 1Y | +16.4% | +2.9% | +13.5% | +13.2% |
| 3Y | +199.0% | +60.7% | +138.3% | +130.3% |
| All | +155.4% | +29.4% | +125.9% | +103.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling