-4.9%
RKT vs GFS
-2.1%
-2.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -7.2% | +3.2% | -10.5% | -8.0% |
| 30D | -7.9% | -9.6% | +1.7% | -5.6% |
| 3M | +5.2% | -38.5% | +43.7% | +18.0% |
| 6M | -14.9% | -1.3% | -13.6% | -17.7% |
| YTD | -31.9% | +31.8% | -63.7% | -40.6% |
| 1Y | -36.9% | +44.6% | -81.4% | -46.7% |
| 3Y | +35.7% | -20.6% | +56.4% | +34.1% |
| All | -4.9% | -2.1% | -2.8% | -19.0% |
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