+380.6%
RKLB vs GFS
-3.7%
+384.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | -0.1% |
| 7D | -0.2% | +1.0% | -1.2% | -0.7% |
| 30D | -14.1% | -8.6% | -5.5% | -10.0% |
| 3M | -46.4% | -46.5% | +0.1% | -26.8% |
| 6M | -10.6% | -4.8% | -5.8% | -11.7% |
| YTD | -7.9% | +29.7% | -37.5% | -25.2% |
| 1Y | +49.5% | +35.8% | +13.6% | +18.1% |
| 3Y | +913.6% | -18.3% | +931.9% | +891.0% |
| All | +380.6% | -3.7% | +384.3% | +287.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling