+52.3%
ROK vs GH
+378.9%
-326.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +0.2% | -0.2% | +0.3% | +0.2% |
| 30D | -1.8% | -2.6% | +0.9% | -1.6% |
| 3M | -7.2% | +25.1% | -32.3% | -10.0% |
| 6M | +14.2% | +78.5% | -64.3% | +5.7% |
| YTD | +10.6% | +59.4% | -48.8% | +3.6% |
| 1Y | +25.9% | +173.9% | -148.0% | +10.4% |
| All | +52.3% | +378.9% | -326.6% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling