+14,399.5%
GD vs ROP
+25,523.2%
-11,123.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.6% | +1.8% | -1.0% |
| 7D | -5.3% | -4.4% | -0.8% | -4.3% |
| 30D | -6.4% | +3.2% | -9.7% | -7.1% |
| 3M | +5.7% | +23.1% | -17.4% | +0.6% |
| 6M | -0.9% | +13.3% | -14.3% | -4.1% |
| YTD | +8.2% | -7.9% | +16.0% | +9.3% |
| 1Y | +13.4% | -22.1% | +35.5% | +19.0% |
| 3Y | +68.5% | -16.8% | +85.3% | +73.8% |
| 5Y | +97.2% | -13.5% | +110.7% | +100.6% |
| 10Y | +190.2% | +137.7% | +52.5% | +141.2% |
| All | +14,399.5% | +25,523.2% | -11,123.7% | +7,923.8% |
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