+370.8%
RKLB vs GFS
0.0%
+370.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.6% | +0.5% |
| 7D | -2.0% | +3.8% | -5.9% | -4.0% |
| 30D | -22.4% | -11.7% | -10.7% | -17.3% |
| 3M | -45.2% | -41.8% | -3.4% | -28.4% |
| 6M | -12.5% | +6.6% | -19.2% | -18.3% |
| YTD | -9.8% | +34.6% | -44.4% | -28.2% |
| 1Y | +30.0% | +46.2% | -16.2% | -1.3% |
| 3Y | +942.2% | -20.3% | +962.5% | +935.9% |
| All | +370.8% | 0.0% | +370.8% | +272.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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