+25.0%
ROK vs GH
+80.5%
-55.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | 0.0% |
| 7D | 0.0% | -7.7% | +7.7% | +1.2% |
| 30D | -2.5% | -10.0% | +7.5% | -1.1% |
| 3M | 0.0% | +5.5% | -5.5% | -1.2% |
| 6M | +11.6% | +84.9% | -73.3% | -2.5% |
| YTD | +15.2% | +65.0% | -49.9% | +3.4% |
| 1Y | +25.0% | +71.8% | -46.8% | +9.7% |
| All | +25.0% | +80.5% | -55.5% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling