+23.8%
ROK vs GH
+176.0%
-152.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -1.2% | -2.5% | +1.2% | -1.0% |
| 30D | -4.8% | -4.7% | -0.1% | -4.3% |
| 3M | -6.1% | +20.2% | -26.3% | -8.4% |
| 6M | +15.5% | +78.8% | -63.3% | +6.8% |
| YTD | +11.2% | +54.1% | -42.9% | +4.7% |
| 1Y | +23.8% | +177.1% | -153.2% | +12.5% |
| All | +23.8% | +176.0% | -152.1% | +12.5% |
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