+36.8%
RKT vs GPN
-27.6%
+64.4%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -6.3% | -4.6% | -1.7% | -4.5% |
| 30D | -6.2% | -0.3% | -5.9% | -6.0% |
| 3M | -1.9% | +35.4% | -37.3% | -13.1% |
| 6M | -13.0% | +21.7% | -34.7% | -19.9% |
| YTD | -31.9% | +14.9% | -46.8% | -36.4% |
| 1Y | -37.6% | +3.2% | -40.8% | -39.2% |
| 3Y | +36.8% | -27.1% | +64.0% | +65.7% |
| All | +36.8% | -27.6% | +64.4% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling