+1,796.5%
GS vs ROK
+3,462.5%
-1,666.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.0% | -1.6% | -0.6% |
| 7D | +1.6% | -11.0% | +12.6% | +7.5% |
| 30D | +1.7% | -8.2% | +9.9% | +5.9% |
| 3M | -11.6% | -8.5% | -3.1% | -7.9% |
| 6M | -1.9% | -12.0% | +10.1% | +3.7% |
| YTD | +5.1% | +3.1% | +2.0% | +1.7% |
| 1Y | +16.4% | +2.9% | +13.5% | +12.9% |
| 3Y | +199.0% | +60.7% | +138.3% | +122.3% |
| 5Y | +157.4% | +29.5% | +127.9% | +106.8% |
| 10Y | +457.2% | +262.6% | +194.6% | +154.9% |
| All | +1,796.5% | +3,462.5% | -1,666.0% | +199.9% |
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 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