-16.0%
RKT vs GPC
+63.5%
-79.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.5% | -0.4% |
| 7D | +10.3% | +0.8% | +9.5% | +9.9% |
| 30D | +32.3% | -1.1% | +33.4% | +32.6% |
| 3M | +10.7% | -6.6% | +17.4% | +14.6% |
| 6M | -3.2% | +22.2% | -25.4% | -13.5% |
| YTD | -21.5% | +5.1% | -26.6% | -25.6% |
| 1Y | -6.0% | +2.8% | -8.8% | -9.8% |
| 3Y | +104.2% | +2.4% | +101.9% | +90.1% |
| 5Y | +2.5% | +7.8% | -5.3% | -8.1% |
| All | -16.0% | +63.5% | -79.4% | -42.3% |
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