-22.2%
RKT vs GIS
-25.1%
+2.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.3% | -0.4% |
| 7D | +2.1% | -7.8% | +10.0% | +4.5% |
| 30D | +1.4% | +6.6% | -5.1% | -0.6% |
| 3M | +6.3% | +21.0% | -14.7% | +0.3% |
| 6M | -15.5% | -9.1% | -6.4% | -13.6% |
| YTD | -27.4% | -13.6% | -13.8% | -25.0% |
| 1Y | -26.6% | -18.0% | -8.6% | -23.0% |
| 3Y | +41.2% | -33.7% | +74.9% | +57.1% |
| 5Y | -6.4% | -19.4% | +13.0% | -6.2% |
| All | -22.2% | -25.1% | +2.9% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling