-19.4%
GFS vs ROP
-16.7%
-2.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.6% | +5.1% | +2.0% |
| 7D | +1.0% | -4.4% | +5.4% | +1.6% |
| 30D | -8.6% | +3.2% | -11.8% | -9.1% |
| 3M | -46.5% | +23.1% | -69.6% | -49.7% |
| 6M | -4.8% | +13.3% | -18.1% | -7.6% |
| YTD | +29.7% | -7.9% | +37.5% | +43.5% |
| 1Y | +35.8% | -22.1% | +57.9% | +73.3% |
| All | -19.4% | -16.7% | -2.7% | -3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling