+262.6%
ROK vs GPC
+85.0%
+177.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.4% |
| 7D | -11.0% | +0.4% | -11.4% | -11.1% |
| 30D | -8.2% | -1.8% | -6.4% | -7.5% |
| 3M | -8.5% | -6.6% | -1.9% | -5.6% |
| 6M | -12.0% | +21.3% | -33.3% | -22.4% |
| YTD | +3.1% | +4.3% | -1.2% | -2.8% |
| 1Y | +2.9% | +3.3% | -0.4% | -2.6% |
| 3Y | +60.7% | +0.8% | +59.9% | +47.8% |
| 5Y | +29.5% | +7.4% | +22.1% | +12.6% |
| 10Y | +262.6% | +79.2% | +183.4% | +120.7% |
| All | +262.6% | +85.0% | +177.6% | +120.7% |
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