-23.6%
RKT vs GPC
+74.4%
-98.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -0.2% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +0.7% | -0.4% | +1.0% | +0.9% |
| 3M | +11.8% | +39.2% | -27.4% | -6.7% |
| 6M | -7.6% | +18.2% | -25.9% | -16.1% |
| YTD | -28.7% | +12.1% | -40.8% | -34.4% |
| 1Y | -32.6% | -0.7% | -31.9% | -34.0% |
| 3Y | +42.1% | -1.7% | +43.8% | +35.6% |
| 5Y | -7.2% | +29.3% | -36.4% | -22.2% |
| All | -23.6% | +74.4% | -98.0% | -49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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