-22.2%
RKT vs GPC
+79.6%
-101.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | +2.1% | +1.2% | +0.9% | +1.5% |
| 30D | +1.4% | +6.0% | -4.5% | -1.7% |
| 3M | +6.3% | +42.6% | -36.4% | -12.5% |
| 6M | -15.5% | +22.8% | -38.2% | -24.8% |
| YTD | -27.4% | +15.5% | -42.8% | -34.3% |
| 1Y | -26.6% | +2.0% | -28.6% | -29.1% |
| 3Y | +41.2% | -1.4% | +42.7% | +34.9% |
| 5Y | -6.4% | +30.6% | -37.0% | -22.4% |
| All | -22.2% | +79.6% | -101.8% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling