+188.5%
GD vs ROP
+195.2%
-6.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.7% |
| 7D | -5.0% | +2.1% | -7.1% | -6.0% |
| 30D | +8.9% | +32.9% | -24.0% | -5.1% |
| 3M | -8.0% | +20.0% | -28.1% | -16.2% |
| 6M | +2.9% | +36.4% | -33.5% | -12.6% |
| YTD | +7.1% | +7.8% | -0.8% | +1.4% |
| 1Y | +5.9% | +8.0% | -2.1% | +0.2% |
| 3Y | +53.9% | -3.5% | +57.3% | +52.3% |
| 5Y | +95.4% | +1.5% | +94.0% | +84.8% |
| All | +188.5% | +195.2% | -6.7% | +49.2% |
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