+50.2%
ROK vs GTLB
-50.1%
+100.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.3% | +1.8% |
| 7D | -1.2% | -5.7% | +4.4% | -0.5% |
| 30D | -4.8% | +15.1% | -19.9% | -6.7% |
| 3M | -6.1% | +65.5% | -71.6% | -12.7% |
| 6M | +15.5% | +102.9% | -87.4% | +3.4% |
| YTD | +11.2% | +25.2% | -14.0% | +6.2% |
| 1Y | +23.8% | -5.5% | +29.4% | +22.5% |
| 3Y | +53.1% | -10.9% | +64.0% | +48.1% |
| All | +50.2% | -50.1% | +100.3% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 5y: compounded portfolio wealth divided by compounded GTLB 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…
5y analysis · Full analysis span regression · 6 months rolling