-25.7%
RKT vs GFI
+297.6%
-323.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.4% | -2.7% |
| 7D | -1.0% | +4.7% | -5.7% | -1.9% |
| 30D | -2.4% | +14.4% | -16.8% | -5.2% |
| 3M | +1.9% | +32.5% | -30.6% | -4.1% |
| 6M | -13.9% | -7.2% | -6.7% | -13.5% |
| YTD | -30.6% | +10.9% | -41.5% | -32.5% |
| 1Y | -34.4% | +35.5% | -69.8% | -38.8% |
| 3Y | +38.2% | +312.1% | -273.9% | +0.2% |
| 5Y | -9.7% | +524.6% | -534.2% | -41.6% |
| All | -25.7% | +297.6% | -323.3% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling