-0.9%
GD vs ROP
+14.8%
-15.8%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.1% |
| 7D | -5.3% | -4.4% | -0.8% | -4.5% |
| 30D | -6.4% | +3.2% | -9.7% | -6.9% |
| 3M | +5.7% | +23.1% | -17.4% | +0.6% |
| 6M | -0.9% | +13.3% | -14.3% | -3.6% |
| All | -0.9% | +14.8% | -15.8% | -3.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling