+7.0%
GD vs ROP
+7.7%
-0.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -1.9% | +0.2% | -2.1% | -1.9% |
| 30D | +10.9% | +30.3% | -19.4% | +6.2% |
| 3M | -6.8% | +17.8% | -24.5% | -9.4% |
| 6M | +7.0% | +38.9% | -31.9% | +1.1% |
| YTD | +11.1% | +7.6% | +3.5% | +3.8% |
| 1Y | +7.0% | +6.5% | +0.5% | +0.1% |
| All | +7.0% | +7.7% | -0.6% | +0.1% |
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