+61.7%
ROK vs GGLL
+172.3%
-110.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | +6.1% | +11.5% | -5.4% | +4.5% |
| 30D | -6.5% | -31.2% | +24.7% | -2.2% |
| 3M | -10.2% | -28.7% | +18.5% | -6.8% |
| 6M | -10.6% | -47.2% | +36.6% | -3.9% |
| YTD | +4.9% | -24.3% | +29.1% | +5.2% |
| 1Y | +3.8% | -12.0% | +15.8% | +1.4% |
| All | +61.7% | +172.3% | -110.6% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling