+188.7%
GD vs ROP
+137.6%
+51.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -0.1% |
| 7D | -5.3% | -4.4% | -0.8% | -3.2% |
| 30D | -6.4% | +3.2% | -9.7% | -7.9% |
| 3M | +5.7% | +23.1% | -17.4% | -5.1% |
| 6M | -0.9% | +13.3% | -14.3% | -7.8% |
| YTD | +8.2% | -7.9% | +16.0% | +10.9% |
| 1Y | +13.4% | -22.1% | +35.5% | +26.5% |
| 3Y | +68.5% | -16.8% | +85.3% | +79.5% |
| 5Y | +97.2% | -13.5% | +110.7% | +101.9% |
| All | +188.7% | +137.6% | +51.0% | +69.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling