-1.2%
RKT vs GFS
-11.4%
+10.3%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.6% |
| 7D | -9.0% | +7.4% | -16.3% | -10.6% |
| 30D | +30.2% | -15.3% | +45.5% | +34.4% |
| 3M | -8.8% | -21.1% | +12.3% | -4.6% |
| 6M | -0.9% | -44.5% | +43.5% | +11.4% |
| YTD | -29.2% | +19.2% | -48.4% | -37.5% |
| 1Y | -20.1% | +27.2% | -47.3% | -30.9% |
| 3Y | +81.3% | -20.1% | +101.5% | +74.1% |
| 5Y | -6.6% | -25.6% | +19.0% | -14.1% |
| All | -1.2% | -11.4% | +10.3% | -14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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