+96.7%
GD vs ROP
+3.7%
+92.9%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.1% | -2.3% |
| 7D | -3.9% | +9.2% | -13.1% | -6.8% |
| 30D | +8.1% | +35.5% | -27.4% | -2.6% |
| 3M | -6.8% | +24.4% | -31.2% | -13.7% |
| 6M | +3.0% | +38.0% | -35.0% | -8.6% |
| YTD | +7.8% | +11.1% | -3.3% | +3.5% |
| 1Y | +5.8% | +10.9% | -5.1% | +1.6% |
| 3Y | +55.3% | -0.5% | +55.8% | +55.3% |
| 5Y | +96.7% | +4.5% | +92.2% | +87.6% |
| All | +96.7% | +3.7% | +92.9% | +87.6% |
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