+263.4%
ROK vs GPC
+74.9%
+188.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | +7.1% | +0.4% | +6.6% | +6.8% |
| 30D | -5.0% | -6.3% | +1.3% | -1.9% |
| 3M | -9.4% | -8.2% | -1.2% | -5.7% |
| 6M | -11.0% | +27.1% | -38.1% | -23.6% |
| YTD | +4.4% | +3.1% | +1.3% | -1.0% |
| 1Y | +7.4% | +0.1% | +7.3% | +3.5% |
| 3Y | +61.0% | +0.2% | +60.8% | +48.4% |
| 5Y | +30.4% | +4.9% | +25.5% | +14.9% |
| All | +263.4% | +74.9% | +188.5% | +124.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling