-18.0%
RKT vs GD
+174.4%
-192.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.1% | -0.2% |
| 7D | +24.3% | -3.9% | +28.2% | +26.4% |
| 30D | +27.9% | +8.1% | +19.8% | +23.3% |
| 3M | +6.9% | -6.8% | +13.7% | +10.0% |
| 6M | +5.2% | +3.0% | +2.2% | +3.1% |
| YTD | -23.5% | +7.8% | -31.2% | -26.5% |
| 1Y | -9.1% | +5.8% | -14.9% | -11.9% |
| 3Y | +81.5% | +55.3% | +26.2% | +43.3% |
| 5Y | -2.0% | +96.7% | -98.7% | -31.9% |
| All | -18.0% | +174.4% | -192.4% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling