-16.7%
RKT vs GD
+172.6%
-189.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.3% | +1.9% |
| 7D | +17.7% | -5.0% | +22.6% | +20.2% |
| 30D | +31.6% | +8.9% | +22.7% | +26.4% |
| 3M | +13.9% | -8.0% | +22.0% | +17.9% |
| 6M | +2.8% | +2.9% | -0.1% | +0.8% |
| YTD | -22.2% | +7.1% | -29.3% | -25.1% |
| 1Y | -3.5% | +5.9% | -9.4% | -6.6% |
| 3Y | +95.3% | +53.9% | +41.4% | +54.9% |
| 5Y | -0.4% | +95.4% | -95.8% | -30.6% |
| All | -16.7% | +172.6% | -189.3% | -51.4% |
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