-3.2%
RKT vs GFS
-2.1%
-1.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.9% | -4.7% | -3.2% |
| 7D | -1.0% | +4.5% | -5.5% | -2.1% |
| 30D | -2.4% | -8.2% | +5.8% | -0.4% |
| 3M | +1.9% | -38.9% | +40.8% | +14.5% |
| 6M | -13.9% | -2.9% | -11.0% | -16.4% |
| YTD | -30.6% | +31.8% | -62.4% | -39.5% |
| 1Y | -34.4% | +43.1% | -77.5% | -44.4% |
| 3Y | +38.2% | -20.6% | +58.8% | +36.5% |
| All | -3.2% | -2.1% | -1.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling