+43.7%
ROK vs GFS
-2.1%
+45.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.6% | +3.2% | -4.8% | -2.5% |
| 30D | -5.4% | -9.6% | +4.1% | -2.9% |
| 3M | -4.0% | -38.5% | +34.5% | +8.8% |
| 6M | +13.3% | -1.3% | +14.6% | +10.5% |
| YTD | +9.3% | +31.8% | -22.5% | -3.2% |
| 1Y | +25.8% | +44.6% | -18.7% | +7.7% |
| 3Y | +49.1% | -20.6% | +69.7% | +45.9% |
| All | +43.7% | -2.1% | +45.8% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling