+8.2%
GD vs ROP
+10.4%
-2.3%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -3.2% |
| 7D | +3.0% | +11.7% | -8.7% | +1.1% |
| 30D | +10.5% | +35.5% | -24.9% | +5.2% |
| 3M | -5.0% | +25.6% | -30.6% | -8.5% |
| 6M | +5.5% | +39.3% | -33.8% | -0.5% |
| YTD | +10.3% | +11.6% | -1.3% | +3.1% |
| 1Y | +8.2% | +10.6% | -2.5% | +1.3% |
| All | +8.2% | +10.4% | -2.3% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling