+15,354.0%
ROK vs GAP
+2,258.2%
+13,095.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.2% |
| 7D | +0.7% | -4.5% | +5.2% | +1.7% |
| 30D | -3.3% | +9.0% | -12.4% | -5.6% |
| 3M | -5.9% | +5.0% | -10.9% | -7.5% |
| 6M | +13.9% | -17.8% | +31.7% | +17.3% |
| YTD | +12.6% | -10.4% | +23.0% | +13.6% |
| 1Y | +28.6% | -3.4% | +32.0% | +26.9% |
| 3Y | +45.1% | +111.5% | -66.4% | +11.6% |
| 5Y | +45.6% | +8.8% | +36.7% | +23.1% |
| 10Y | +345.0% | +32.9% | +312.1% | +210.3% |
| All | +15,354.0% | +2,258.2% | +13,095.8% | +6,096.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling