-5.4%
RKT vs GIS
-33.3%
+28.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.8% |
| 7D | -9.0% | -3.4% | -5.6% | -8.0% |
| 30D | +30.2% | +6.9% | +23.3% | +27.9% |
| 3M | -8.8% | -10.1% | +1.3% | -6.4% |
| 6M | -0.9% | +5.9% | -6.8% | -2.7% |
| YTD | -29.2% | -21.1% | -8.1% | -25.3% |
| 1Y | -20.1% | -22.5% | +2.4% | -15.3% |
| 3Y | +81.3% | -39.0% | +120.3% | +104.7% |
| All | -5.4% | -33.3% | +28.0% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling