+348.5%
ROK vs GPN
+28.5%
+320.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -1.2% | -4.3% | +3.1% | +0.4% |
| 30D | -4.8% | 0.0% | -4.8% | -5.1% |
| 3M | -6.1% | +35.8% | -41.9% | -17.9% |
| 6M | +15.5% | +22.0% | -6.5% | +4.4% |
| YTD | +11.2% | +15.2% | -4.0% | +2.0% |
| 1Y | +23.8% | +3.5% | +20.4% | +18.1% |
| 3Y | +53.1% | -26.9% | +80.1% | +64.6% |
| 5Y | +48.3% | -44.2% | +92.5% | +72.8% |
| All | +348.5% | +28.5% | +320.0% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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