-27.1%
RKT vs GIS
-29.9%
+2.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.3% | -6.4% | +0.1% | -4.4% |
| 30D | -6.2% | -6.1% | -0.1% | -4.6% |
| 3M | -1.9% | +7.8% | -9.7% | -4.2% |
| 6M | -13.0% | -8.8% | -4.2% | -11.0% |
| YTD | -31.9% | -19.1% | -12.8% | -28.3% |
| 1Y | -37.6% | -24.8% | -12.8% | -32.8% |
| 3Y | +36.8% | -37.6% | +74.4% | +55.0% |
| 5Y | -9.7% | -25.4% | +15.7% | -7.2% |
| All | -27.1% | -29.9% | +2.8% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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