+88.7%
ROK vs GGLL
+328.4%
-239.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +2.8% | +1.9% | +0.9% | +2.4% |
| 30D | -2.4% | -9.7% | +7.3% | -0.9% |
| 3M | -4.7% | -18.0% | +13.3% | -2.6% |
| 6M | +16.8% | +15.3% | +1.5% | +10.9% |
| YTD | +11.4% | +2.2% | +9.2% | +7.9% |
| 1Y | +26.2% | +73.1% | -46.9% | +10.2% |
| 3Y | +51.9% | +242.7% | -190.8% | +7.9% |
| All | +88.7% | +328.4% | -239.7% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling