+25.0%
ROK vs GAP
+10.4%
+14.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +8.0% | -8.6% | -1.8% |
| 7D | 0.0% | +8.0% | -7.9% | -1.3% |
| 30D | -2.5% | +2.7% | -5.2% | -3.0% |
| 3M | 0.0% | +16.0% | -16.0% | -3.2% |
| 6M | +11.6% | +2.0% | +9.6% | +10.4% |
| YTD | +15.2% | -4.4% | +19.6% | +16.1% |
| 1Y | +25.0% | +9.2% | +15.8% | +21.9% |
| All | +25.0% | +10.4% | +14.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling