+14,691.9%
GD vs ROP
+30,867.0%
-16,175.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.5% | -3.5% |
| 7D | +3.0% | +11.7% | -8.7% | +0.4% |
| 30D | +10.5% | +35.5% | -24.9% | +3.0% |
| 3M | -5.0% | +25.3% | -30.3% | -9.9% |
| 6M | +5.5% | +38.9% | -33.4% | -2.7% |
| YTD | +10.3% | +11.4% | -1.0% | +6.6% |
| 1Y | +8.2% | +10.3% | -2.2% | +4.7% |
| 3Y | +59.0% | -0.2% | +59.2% | +57.1% |
| 5Y | +104.3% | +4.1% | +100.2% | +99.0% |
| 10Y | +202.4% | +208.2% | -5.8% | +137.3% |
| All | +14,691.9% | +30,867.0% | -16,175.2% | +7,725.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling