+139.3%
GS vs ROK
+19.3%
+120.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -3.2% | -13.8% | +10.6% | +3.4% |
| 30D | -2.4% | -14.9% | +12.5% | +4.9% |
| 3M | -15.7% | -14.7% | -1.1% | -9.7% |
| 6M | -6.8% | -17.7% | +10.9% | +1.1% |
| YTD | -0.1% | -2.5% | +2.4% | -0.4% |
| 1Y | +12.1% | +2.3% | +9.8% | +9.3% |
| 3Y | +185.8% | +52.7% | +133.0% | +125.4% |
| All | +139.3% | +19.3% | +120.0% | +97.6% |
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