+93.8%
GD vs ROP
+1.1%
+92.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.3% |
| 7D | -5.0% | +2.1% | -7.1% | -5.7% |
| 30D | +8.9% | +32.9% | -24.0% | -1.3% |
| 3M | -8.0% | +20.0% | -28.1% | -13.8% |
| 6M | +2.9% | +36.4% | -33.5% | -8.4% |
| YTD | +7.1% | +7.8% | -0.8% | +3.8% |
| 1Y | +5.9% | +8.0% | -2.1% | +2.6% |
| 3Y | +53.9% | -3.5% | +57.3% | +55.4% |
| All | +93.8% | +1.1% | +92.7% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling