-5.4%
RKT vs GWW
+218.6%
-224.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.5% |
| 7D | -9.0% | +3.6% | -12.5% | -10.9% |
| 30D | +30.2% | +12.1% | +18.1% | +21.8% |
| 3M | -8.8% | +12.9% | -21.7% | -15.3% |
| 6M | -0.9% | +19.3% | -20.3% | -11.0% |
| YTD | -29.2% | +48.7% | -77.9% | -44.2% |
| 1Y | -20.1% | +60.5% | -80.6% | -39.8% |
| 3Y | +81.3% | +93.3% | -11.9% | +16.6% |
| All | -5.4% | +218.6% | -224.0% | -59.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling