+23.6%
GFS vs ROP
+7.5%
+16.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.9% |
| 7D | +6.2% | -2.9% | +9.2% | +4.3% |
| 30D | -11.4% | +30.1% | -41.4% | +5.3% |
| 3M | -15.5% | +19.9% | -35.3% | -4.1% |
| 6M | -42.6% | +46.0% | -88.6% | -26.2% |
| YTD | +23.2% | +8.4% | +14.8% | +47.0% |
| 1Y | +23.6% | +8.8% | +14.8% | +47.4% |
| All | +23.6% | +7.5% | +16.1% | +47.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling