+165.2%
GD vs ROP
+185.2%
-20.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | +2.7% | +0.7% | +1.9% | +2.3% |
| 30D | +8.6% | +28.8% | -20.2% | -3.9% |
| 3M | -7.1% | +21.1% | -28.1% | -15.6% |
| 6M | +7.5% | +52.5% | -45.1% | -13.5% |
| YTD | +9.9% | +8.9% | +1.0% | +3.7% |
| 1Y | +7.6% | +8.2% | -0.7% | +1.7% |
| 3Y | +56.2% | -5.2% | +61.4% | +56.2% |
| 5Y | +100.6% | +1.7% | +98.9% | +89.8% |
| All | +165.2% | +185.2% | -20.0% | +52.5% |
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