+46.4%
ROK vs GFS
-3.9%
+50.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +2.8% | +2.6% | +0.1% | +2.0% |
| 30D | -2.4% | -16.4% | +14.0% | +2.4% |
| 3M | -4.7% | -41.6% | +36.9% | +9.6% |
| 6M | +16.8% | -3.7% | +20.4% | +14.7% |
| YTD | +11.4% | +29.3% | -17.9% | -0.9% |
| 1Y | +26.2% | +37.1% | -11.0% | +9.7% |
| 3Y | +51.9% | -22.1% | +74.0% | +49.4% |
| All | +46.4% | -3.9% | +50.3% | +34.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling