+53.1%
ROK vs GFI
+287.6%
-234.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.8% |
| 7D | -1.2% | -4.9% | +3.6% | -0.8% |
| 30D | -4.8% | +10.7% | -15.5% | -5.8% |
| 3M | -6.1% | +25.6% | -31.7% | -8.4% |
| 6M | +15.5% | -8.3% | +23.7% | +15.3% |
| YTD | +11.2% | +6.3% | +4.9% | +9.9% |
| 1Y | +23.8% | +22.1% | +1.8% | +21.4% |
| 3Y | +53.1% | +289.2% | -236.1% | +36.8% |
| All | +53.1% | +287.6% | -234.5% | +36.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling