+15,354.0%
ROK vs GPC
+2,341.8%
+13,012.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +0.6% |
| 7D | +0.7% | +1.2% | -0.5% | 0.0% |
| 30D | -3.3% | +6.0% | -9.3% | -6.8% |
| 3M | -5.9% | +42.6% | -48.5% | -26.1% |
| 6M | +13.9% | +22.8% | -8.9% | -2.3% |
| YTD | +12.6% | +15.5% | -2.9% | -0.9% |
| 1Y | +28.6% | +2.0% | +26.5% | +22.0% |
| 3Y | +45.1% | -1.4% | +46.5% | +33.7% |
| 5Y | +45.6% | +30.6% | +15.0% | +10.1% |
| 10Y | +345.0% | +80.6% | +264.4% | +154.5% |
| All | +15,354.0% | +2,341.8% | +13,012.2% | +2,150.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling