-24.1%
RKT vs GD
+179.6%
-203.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.1% | -3.9% | -4.6% |
| 7D | -7.5% | +1.9% | -9.4% | -8.3% |
| 30D | +26.6% | +9.2% | +17.4% | +21.5% |
| 3M | -2.4% | -7.5% | +5.0% | +0.7% |
| 6M | -7.4% | +5.8% | -13.1% | -10.3% |
| YTD | -29.2% | +9.8% | -39.0% | -32.6% |
| 1Y | -23.5% | +5.8% | -29.3% | -26.0% |
| 3Y | +73.9% | +58.0% | +15.9% | +36.3% |
| 5Y | -6.6% | +100.4% | -107.0% | -35.7% |
| All | -24.1% | +179.6% | -203.7% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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