+4,000.0%
ROK vs GPN
+2,494.6%
+1,505.4%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.8% |
| 7D | -1.6% | -3.5% | +1.9% | -0.3% |
| 30D | -5.4% | +3.1% | -8.6% | -6.9% |
| 3M | -4.0% | +42.3% | -46.2% | -17.6% |
| 6M | +13.3% | +20.9% | -7.5% | +2.9% |
| YTD | +9.3% | +15.2% | -5.9% | +0.2% |
| 1Y | +25.8% | +5.4% | +20.4% | +18.8% |
| 3Y | +49.1% | -27.4% | +76.5% | +59.1% |
| 5Y | +45.9% | -44.2% | +90.1% | +65.9% |
| 10Y | +349.9% | +27.4% | +322.5% | +251.8% |
| All | +4,000.0% | +2,494.6% | +1,505.4% | +1,289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling