+354.9%
ROK vs GPC
+83.6%
+271.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.2% |
| 7D | +0.2% | -0.6% | +0.8% | +0.5% |
| 30D | -1.8% | +1.3% | -3.1% | -2.5% |
| 3M | -7.2% | +37.1% | -44.3% | -22.9% |
| 6M | +14.2% | +23.2% | -9.0% | +0.1% |
| YTD | +10.6% | +13.1% | -2.5% | +0.3% |
| 1Y | +25.9% | +0.9% | +25.0% | +21.5% |
| 3Y | +50.8% | -0.8% | +51.6% | +40.5% |
| 5Y | +47.0% | +31.1% | +15.9% | +14.3% |
| 10Y | +354.9% | +87.4% | +267.5% | +165.7% |
| All | +354.9% | +83.6% | +271.3% | +165.7% |
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