+1.4%
RKT vs GFS
-3.7%
+5.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.7% | -1.5% |
| 7D | +2.1% | +1.0% | +1.1% | +1.9% |
| 30D | +1.4% | -8.6% | +10.0% | +3.5% |
| 3M | +6.3% | -46.5% | +52.8% | +23.6% |
| 6M | -15.5% | -4.8% | -10.6% | -17.4% |
| YTD | -27.4% | +29.7% | -57.0% | -36.4% |
| 1Y | -26.6% | +35.8% | -62.4% | -36.9% |
| 3Y | +41.2% | -18.3% | +59.6% | +37.8% |
| All | +1.4% | -3.7% | +5.0% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling