-27.1%
RKT vs GWW
+298.3%
-325.4%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.4% |
| 7D | -6.3% | -3.4% | -2.9% | -4.6% |
| 30D | -6.2% | -1.9% | -4.3% | -5.3% |
| 3M | -1.9% | -2.4% | +0.5% | -0.8% |
| 6M | -13.0% | +15.7% | -28.7% | -19.7% |
| YTD | -31.9% | +27.6% | -59.5% | -40.2% |
| 1Y | -37.6% | +27.2% | -64.8% | -45.1% |
| 3Y | +36.8% | +89.7% | -52.9% | -4.8% |
| 5Y | -9.7% | +223.9% | -233.7% | -50.1% |
| All | -27.1% | +298.3% | -325.4% | -67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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