-20.1%
RKT vs GFS
+22.9%
-42.9%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.7% | +0.2% |
| 7D | -9.0% | +7.4% | -16.3% | -9.5% |
| 30D | +30.2% | -15.3% | +45.5% | +31.8% |
| 3M | -8.8% | -21.1% | +12.3% | -7.0% |
| 6M | -0.9% | -44.5% | +43.5% | +4.5% |
| YTD | -29.2% | +19.2% | -48.4% | -36.2% |
| 1Y | -20.1% | +27.2% | -47.3% | -30.3% |
| All | -20.1% | +22.9% | -42.9% | -30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling