-37.6%
RKT vs GIS
-24.1%
-13.4%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.3% | -6.4% | +0.1% | -4.9% |
| 30D | -6.2% | -6.1% | -0.1% | -5.2% |
| 3M | -1.9% | +7.8% | -9.7% | -2.7% |
| 6M | -13.0% | -8.8% | -4.2% | -13.3% |
| YTD | -31.9% | -19.1% | -12.8% | -31.9% |
| 1Y | -37.6% | -24.8% | -12.8% | -37.6% |
| All | -37.6% | -24.1% | -13.4% | -37.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling