+263.4%
ROK vs GAP
+1.5%
+261.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +7.1% | -1.9% | +9.0% | +7.5% |
| 30D | -5.0% | -7.1% | +2.1% | -3.4% |
| 3M | -9.4% | +4.1% | -13.5% | -10.7% |
| 6M | -11.0% | +1.9% | -12.9% | -12.5% |
| YTD | +4.4% | -15.2% | +19.6% | +6.5% |
| 1Y | +7.4% | -10.6% | +18.0% | +8.0% |
| 3Y | +61.0% | +74.6% | -13.6% | +29.4% |
| 5Y | +30.4% | +3.7% | +26.7% | +11.4% |
| All | +263.4% | +1.5% | +261.9% | +144.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling