+25.0%
ROK vs GFI
+6.9%
+18.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.3% | -6.9% | -1.6% |
| 7D | 0.0% | +1.4% | -1.4% | -0.3% |
| 30D | -2.5% | +3.0% | -5.5% | -3.1% |
| 3M | 0.0% | +10.2% | -10.2% | -2.7% |
| 6M | +11.6% | -10.1% | +21.6% | +12.2% |
| YTD | +15.2% | -11.4% | +26.6% | +13.8% |
| 1Y | +25.0% | +8.4% | +16.6% | +16.5% |
| All | +25.0% | +6.9% | +18.1% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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