+341.2%
ROK vs GAP
+27.6%
+313.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.6% |
| 7D | -1.6% | -6.3% | +4.7% | -0.2% |
| 30D | -5.4% | -0.2% | -5.2% | -5.7% |
| 3M | -4.0% | 0.0% | -4.0% | -4.6% |
| 6M | +13.3% | -8.1% | +21.5% | +14.1% |
| YTD | +9.3% | -16.5% | +25.8% | +12.1% |
| 1Y | +25.8% | -10.5% | +36.3% | +26.3% |
| 3Y | +49.1% | +104.0% | -54.9% | +15.1% |
| 5Y | +45.9% | +6.8% | +39.1% | +23.4% |
| All | +341.2% | +27.6% | +313.6% | +194.2% |
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