-12.1%
GFS vs ROP
+1.9%
-14.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.1% |
| 7D | -5.3% | +0.2% | -5.5% | -5.6% |
| 30D | -15.8% | +30.3% | -46.1% | -24.5% |
| 3M | -18.6% | +17.8% | -36.4% | -24.2% |
| 6M | -45.0% | +38.9% | -83.9% | -54.0% |
| YTD | +16.8% | +7.6% | +9.2% | +15.7% |
| 1Y | +17.8% | +6.5% | +11.3% | +17.5% |
| 3Y | -21.5% | -6.3% | -15.3% | -13.0% |
| 5Y | -29.3% | +0.9% | -30.3% | -32.9% |
| All | -12.1% | +1.9% | -14.0% | -16.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling