+45.9%
ROK vs GH
+21.3%
+24.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.2% | -0.8% |
| 7D | -1.6% | -1.2% | -0.4% | -1.4% |
| 30D | -5.4% | -3.7% | -1.8% | -5.0% |
| 3M | -4.0% | +21.7% | -25.6% | -7.0% |
| 6M | +13.3% | +75.7% | -62.4% | +3.6% |
| YTD | +9.3% | +55.7% | -46.3% | +1.5% |
| 1Y | +25.8% | +181.1% | -155.3% | +6.6% |
| 3Y | +49.1% | +371.6% | -322.5% | +11.9% |
| 5Y | +45.9% | +23.2% | +22.7% | +17.6% |
| All | +45.9% | +21.3% | +24.6% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling