-27.1%
RKT vs GFI
+281.3%
-308.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -6.3% | -4.9% | -1.4% | -5.3% |
| 30D | -6.2% | +10.7% | -16.9% | -8.2% |
| 3M | -1.9% | +25.6% | -27.5% | -6.7% |
| 6M | -13.0% | -8.3% | -4.7% | -12.3% |
| YTD | -31.9% | +6.3% | -38.2% | -33.2% |
| 1Y | -37.6% | +22.1% | -59.6% | -40.7% |
| 3Y | +36.8% | +289.2% | -252.4% | +0.3% |
| 5Y | -9.7% | +531.7% | -541.4% | -41.7% |
| All | -27.1% | +281.3% | -308.3% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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